Spatial approximation of stochastic convolutions

DOI10.1016/j.cam.2011.02.010zbMath1229.65027OpenAlexW2170789287WikidataQ59593875 ScholiaQ59593875MaRDI QIDQ534239

Stig Larsson, Mihály Kovács, Fredrik Lindgren

Publication date: 17 May 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.02.010

zbMATH Keywords

Wiener processfinite elementwaveletstochastic heat equationadditive noisestochastic wave equation

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) 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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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