Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise (Q4581122): Difference between revisions

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Latest revision as of 22:42, 26 August 2024

scientific article; zbMATH DE number 6923770
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Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
scientific article; zbMATH DE number 6923770

    Statements

    Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise (English)
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    23 August 2018
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    \(L^2\) convergence
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    semi-implicit Euler method
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    spectral collocation method
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    stochastic partial differential equation
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