Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835): Difference between revisions

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

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scholarly article

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

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Potential Analysis

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publication date

4 November 2009

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MaRDI profile type

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full work available at URL

https://doi.org/10.1007/s11118-009-9139-3

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Stochastic Equations in Infinite Dimensions

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Time-discretised Galerkin approximations of parabolic stochastic PDE's

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Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise

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Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise

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A note on Euler's approximations

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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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On the splitting-up method and stochastic partial differential equations

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On discretization schemes for stochastic evolution equations

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Rate of convergence of space time approximations for stochastic evolution equations

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Numerical analysis of semilinear stochastic evolution equations in Banach spaces

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Approximation for semilinear stochastic evolution equations

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Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

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Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients

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A random Euler scheme for Carathéodory differential equations

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

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A numerical scheme for stochastic PDEs with Gevrey regularity

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Postprocessing for Stochastic Parabolic Partial Differential Equations

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Approximation Schemes for Stochastic Differential Equations in Hilbert Space

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Lower bounds and nonuniform time discretization for approximation of stochastic heat equations

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An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise

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OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

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Numerical approximation for a white noise driven SPDE with locally bounded drift

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A concise course on stochastic partial differential equations

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Dynamics of evolutionary equations

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Numerical methods for stochastic parabolic PDEs

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11118-009-9139-3

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