Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise

DOI10.1080/00207160.2012.737460zbMath1258.35213arXiv1812.07419OpenAlexW3101444761WikidataQ59225663 ScholiaQ59225663MaRDI QIDQ4902858

Sonja Cox, Erika Hausenblas

Publication date: 18 January 2013

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.07419

zbMATH Keywords

perturbationstochastic differential equationsstochastic partial differential equationsspectral Galerkin methodfinite-element approximation

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (3)

Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise ⋮ A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces

Cites Work

• The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
• The numerical approximation of stochastic partial differential equations
• Stochastic evolution equations in UMD Banach spaces
• Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• Approximation for semilinear stochastic evolution equations
• Caractérisation de quelques espaces d'interpolation
• Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise
• The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
• On stochastic convolution in banach spaces and applications
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• On the discretization in time of parabolic stochastic partial differential equations

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