Spatial approximation of stochastic convolutions
type: Item
instance of: scholarly article
title: Spatial approximation of stochastic convolutions
zbMATH Open document ID: 1229.65027
author: Mihály Kovács
author: Fredrik Lindgren
author: Stig Larsson
published in: Journal of Computational and Applied Mathematics
publication date: 2011-05-17T00:00:00Z
review text: This paper studies the behaviour of a linear stochastic evolution problem with additive noise. The authors present a general framework for representing the infinite-dimensional Wiener process and obtain error estimates for truncated expansions which they then combine with a finite element analysis to obtain bounds for the mean square error.
reviewed by: Kevin Burrage
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 65T60
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 5895482
zbMATH Keywords: finite element
zbMATH Keywords: wavelet
zbMATH Keywords: stochastic heat equation
zbMATH Keywords: stochastic wave equation
zbMATH Keywords: Wiener process
zbMATH Keywords: additive noise
Wikidata QID: Q59593875
MaRDI profile type: Publication
full work available at URL: j.cam.2011.02.010
OpenAlex ID: W2170789287
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DOI: 10.1016/J.CAM.2011.02.010
description: scientific article; zbMATH DE number 5895482