Higher order stable schemes for stochastic convection–reaction–diffusion equations driven by additive Wiener noise

DOI10.1002/MMA.7588OpenAlexW3176391573MaRDI QIDQ5015775

Antoine Tambue, Jean Daniel Mukam

Publication date: 9 December 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.7588

zbMATH Keywords

strong convergencefinite element methodadditive noiseexponential integratorsGalerkin projection methodstochastic convection-reaction-diffusion equations

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Acceleration of convergence in numerical analysis (65B99)

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