Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations
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Publication:5114946
DOI10.1007/978-3-030-02487-1_9zbMath1445.65004arXiv1901.06371OpenAlexW2910198928MaRDI QIDQ5114946
Publication date: 29 June 2020
Published in: Advances in Mechanics and Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.06371
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (7)
An operator splitting approach for two-dimensional Kawarada problems ⋮ Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ Approximation of backward stochastic partial differential equations by a splitting-up method ⋮ Second-order semi-discretized schemes for solving stochastic quenching models on arbitrary spatial grids ⋮ Intrinsic properties of strongly continuous fractional semigroups in normed vector spaces ⋮ A parallel type decomposition scheme for quasi-linear abstract hyperbolic equation
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