Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise
DOI10.1515/cmam-2023-0055zbMath1544.65025MaRDI QIDQ6557147
Antoine Tambue, Jean Daniel Mukam
Publication date: 18 June 2024
Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)
weak convergencefinite element methodKolmogorov equationadditive noisesemilinear parabolic stochastic partial differential equationsRosenbrock-type methods
Abstract parabolic equations (35K90) 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) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Semilinear parabolic equations (35K58)
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