Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150): Difference between revisions

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English	Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations	scientific article

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scholarly article

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Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (English)

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Diyora Salimova

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Journal of Mathematical Analysis and Applications

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publication date

18 October 2018

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full work available at URL

https://arxiv.org/abs/1710.07123

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zbMATH Keywords

strong convergence

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stochastic Burgers equation

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numerical approximation

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stochastic partial differential equation

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SPDE

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MaRDI profile type

MaRDI publication profile

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Galerkin Approximations for the Stochastic Burgers Equation

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Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing

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Infinite-dimensional quadrature and approximation of distributions

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Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations

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Stochastic Burgers' equation

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Stochastic Equations in Infinite Dimensions

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Semigroup Splitting and Cubature Approximations for the Stochastic Navier–Stokes Equations

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Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation

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On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions

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Multilevel Monte Carlo Path Simulation

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Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation

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On discretization schemes for stochastic evolution equations

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Loss of regularity for Kolmogorov equations

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Optimal rate of convergence for stochastic Burgers-type equations

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Monte Carlo complexity of global solution of integral equations

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

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

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On stochastic differential equations with arbitrary slow convergence rates for strong approximation

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Exponential moments for numerical approximations of stochastic partial differential equations

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Numerical solution of stochastic fractional differential equations

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Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition

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The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations

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On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation

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On the discretisation in time of the stochastic Allen–Cahn equation

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A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives

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An introduction to partial differential equations

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A note on tamed Euler approximations

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Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

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Dynamics of evolutionary equations

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Probability Theory

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A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

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The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

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Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation

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On non-polynomial lower error bounds for adaptive strong approximation of SDEs

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On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients

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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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10.1016/J.JMAA.2018.09.032

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Sitelinks

Mathematics(1 entry)

mardi Publication:1799150

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