Postprocessing for Stochastic Parabolic Partial Differential Equations

DOI10.1137/050640138zbMath1140.60036OpenAlexW1981350980MaRDI QIDQ5386202

Tony Shardlow, Gabriel J. Lord

Publication date: 22 April 2008

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050640138

zbMATH Keywords

postprocessingstochastic exponential integratornumerical solution of stochastic PDEs

Mathematics Subject Classification ID

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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Related Items (13)

New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts ⋮ Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition ⋮ Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise ⋮ High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise ⋮ The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds ⋮ The numerical approximation of stochastic partial differential equations ⋮ Numerical approximation of multiplicative SPDEs ⋮ Spectral collocation method for stochastic Burgers equation driven by additive noise ⋮ Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients ⋮ Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity ⋮ A local discontinuous Galerkin method for nonlinear parabolic SPDEs ⋮ Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients ⋮ A Milstein scheme for SPDEs

This page was built for publication: Postprocessing for Stochastic Parabolic Partial Differential Equations