Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations

DOI10.1239/JAP/1409932678zbMath1314.60124arXiv1303.1600OpenAlexW2058636430MaRDI QIDQ2923440

Jianhai Bao, Chenggui Yuan

Publication date: 15 October 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.1600

zbMATH Keywords

stochastic partial differential equationsmild solutionsnumerical approximationstationary distributionsexponential integrator scheme

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity ⋮ Numerical approximation of random periodic solutions of stochastic differential equations ⋮ The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations ⋮ Stability in distribution of neutral stochastic functional differential equations ⋮ Stationary distribution of stochastic Markov jump coupled systems based on graph theory ⋮ Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps

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