Magnus-type Integrator for the Finite Element Discretization of Semilinear Parabolic non-Autonomous SPDEs Driven by multiplicative noise

DOI10.3934/DCDS.2020194arXiv1809.04438MaRDI QIDQ6306623

Publication date: 11 September 2018

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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solutions to abstract evolution equations (65J08)

This page was built for publication: Magnus-type Integrator for the Finite Element Discretization of Semilinear Parabolic non-Autonomous SPDEs Driven by multiplicative noise