Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425): Difference between revisions

The author considers the numerical approximation of solutions of stochastic partial differential equation \[ du(t)= (Au(t)+ f(t, u(t))) dt+ \sum_j \sigma_j(t, u(t)) dw^j(t), \] where $A$ is an infinitesimal generator of a $C_0$-semigroup.

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Mathematics Subject Classification ID

65C30

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stochastic evolution equations

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stochastic partial differential equations

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stochastic delay equation

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numerical approximation

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MaRDI publication profile

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cites work

Hereditary Control Problems: Numerical Methods Based on Averaging Approximations

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Q4112938

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Q4300595

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Stochastic partial differential equations in $M$-type 2 Banach spaces

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On stochastic convolution in banach spaces and applications

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Q4946764

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Introduction to the numerical analysis of stochastic delay differential equations

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Note on product formulas for operator semigroups

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Stochastic Equations in Infinite Dimensions

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Q4356573

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Biorthogonal spline wavelets on the interval -- stability and moment conditions

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Ten Lectures on Wavelets

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State theory of linear hereditary differential systems

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On the martingale problem for Banach space valued stochastic differential equations

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Q3479317

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Q2741766

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One-Parameter Semigroups for Linear Evolution Equations

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Time-discretised Galerkin approximations of parabolic stochastic PDE's

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Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I

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Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II

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Numerical analysis of semilinear stochastic evolution equations in Banach spaces

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Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups

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Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs

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Q3633377

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Q4369402

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Q4220655

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Semigroups of linear operators and applications to partial differential equations

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Q4893982

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Approximation of optimal control problems governed by non-linear evolution equations

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Q4203486

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Numerical methods for stochastic parabolic PDEs

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Hölder inequalities and sharp embeddings in function spaces of $B_{pq}^ s$ and $F_{pq}^ s$ type

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Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method

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Sitelinks

Mathematics(1 entry)

mardi Publication:1860425

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-Grigori N. Milstein
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+Stochastic partial differential equations in \(M\)-type 2 Banach spaces
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+On stochastic convolution in banach spaces and applications
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+Introduction to the numerical analysis of stochastic delay differential equations
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+Note on product formulas for operator semigroups
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+Q4356573
@@ Property / cites work: Q4356573 / rank @@
+Normal rank
@@ Property / cites work @@
+Biorthogonal spline wavelets on the interval -- stability and moment conditions
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+State theory of linear hereditary differential systems
+Normal rank
@@ Property / cites work @@
+On the martingale problem for Banach space valued stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3479317
@@ Property / cites work: Q3479317 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2741766
@@ Property / cites work: Q2741766 / rank @@
+Normal rank
@@ Property / cites work @@
+One-Parameter Semigroups for Linear Evolution Equations
+Normal rank
@@ Property / cites work @@
+Time-discretised Galerkin approximations of parabolic stochastic PDE's
+Normal rank
@@ Property / cites work @@
+Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
+Normal rank
@@ Property / cites work @@
+Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
+Normal rank
@@ Property / cites work @@
+Numerical analysis of semilinear stochastic evolution equations in Banach spaces
+Normal rank
@@ Property / cites work @@
+Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups
+Normal rank
@@ Property / cites work @@
+Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Q3633377
@@ Property / cites work: Q3633377 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220655
@@ Property / cites work: Q4220655 / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4893982
@@ Property / cites work: Q4893982 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of optimal control problems governed by non-linear evolution equations
+Normal rank
@@ Property / cites work @@
+Q4203486
@@ Property / cites work: Q4203486 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic parabolic PDEs
@@ Property / cites work: Numerical methods for stochastic parabolic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Hölder inequalities and sharp embeddings in function spaces of \(B_{pq}^ s\) and \(F_{pq}^ s\) type
+Normal rank
@@ Property / cites work @@
+Q4246998
@@ Property / cites work: Q4246998 / rank @@
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+Semi-discretization of stochastic   partial differential equations on $\mathbb{R}^1$ by a finite-difference method
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