Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677): Difference between revisions

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English	Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise	scientific article

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instance of

scholarly article

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title

Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (English)

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Journal of Scientific Computing

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publication date

12 April 2018

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full work available at URL

https://arxiv.org/abs/1610.06790

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zbMATH Keywords

exponential Rosenbrock-Euler method

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stochastic partial differential equations

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multiplicative \& additive noise

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strong convergence

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finite element method

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errors estimate

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stochastic reactive dominated transport equations

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MaRDI profile type

MaRDI publication profile

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cites work

Fast Leja points

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Weak exponential schemes for stochastic differential equations with additive noise

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Numerical solution of conservative finite-dimensional stochastic Schrödinger equations

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Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation

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One-Parameter Semigroups for Linear Evolution Equations

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Q3126800

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Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation

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Geometric theory of semilinear parabolic equations

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On Krylov Subspace Approximations to the Matrix Exponential Operator

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Exponential integrators

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Exponential Rosenbrock-Type Methods

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Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

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Efficient simulation of nonlinear parabolic SPDEs with additive noise

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Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

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Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients

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Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

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Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

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Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

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Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

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Semigroups of linear operators and applications to partial differential equations

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Stochastic Equations in Infinite Dimensions

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On the discretization in time of parabolic stochastic partial differential equations

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A concise course on stochastic partial differential equations

0 references

Piecewise-linearized methods for initial-value problems

0 references

Weak convergence of a numerical method for a stochastic heat equation

0 references

An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation

0 references

Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise

0 references

Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

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A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise

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Identifiers

zbMATH Open document ID

1386.65040

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Mathematics Subject Classification ID

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10.1007/S10915-017-0475-Y

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Sitelinks

Mathematics(1 entry)

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+Fast Leja points
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+Weak exponential schemes for stochastic differential equations with additive noise
+Normal rank
@@ Property / cites work @@
+Numerical solution of conservative finite-dimensional stochastic Schrödinger equations
+Normal rank
@@ Property / cites work @@
+Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
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@@ Property / cites work @@
+One-Parameter Semigroups for Linear Evolution Equations
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@@ Property / cites work @@
+Q3126800
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+Normal rank
@@ Property / cites work @@
+Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
+Normal rank
@@ Property / cites work @@
+Geometric theory of semilinear parabolic equations
+Normal rank
@@ Property / cites work @@
+On Krylov Subspace Approximations to the Matrix Exponential Operator
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@@ Property / cites work @@
+Exponential integrators
@@ Property / cites work: Exponential integrators / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Rosenbrock-Type Methods
@@ Property / cites work: Exponential Rosenbrock-Type Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
+Normal rank
@@ Property / cites work @@
+Efficient simulation of nonlinear parabolic SPDEs with additive noise
+Normal rank
@@ Property / cites work @@
+Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
+Normal rank
@@ Property / cites work @@
+Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
+Normal rank
@@ Property / cites work @@
+Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
+Normal rank
@@ Property / cites work @@
+Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+On the discretization in time of parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Piecewise-linearized methods for initial-value problems
+Normal rank
@@ Property / cites work @@
+Weak convergence of a numerical method for a stochastic heat equation
+Normal rank
@@ Property / cites work @@
+An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
+Normal rank
@@ Property / cites work @@
+Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
+Normal rank
@@ Property / cites work @@
+Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
+Normal rank
@@ Property / cites work @@
+A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
+Normal rank
@@ Property / DOI @@
+.1007/S10915-017-0475-Y
@@ Property / DOI: 10.1007/S10915-017-0475-Y / rank @@
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