A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
DOI10.1090/mcom/3421zbMath1416.65031arXiv1801.08531OpenAlexW2784452888WikidataQ128583971 ScholiaQ128583971MaRDI QIDQ5226660
Publication date: 1 August 2019
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.08531
strong convergenceGalerkin finite element methodstochastic evolution equationsrandomized Runge-Kutta methodnoise approximation
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (5)
Cites Work
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