Strong Convergence of a Stochastic Rosenbrock-type Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise

DOI10.1016/J.SPA.2020.02.008arXiv1803.00423MaRDI QIDQ6298430

Antoine Tambue, Jean Daniel Mukam

Publication date: 28 February 2018

Mathematics Subject Classification ID

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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