Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (Q3561862): Difference between revisions
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English | Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise |
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Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (English)
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19 May 2010
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parabolic stochastic partial differential equation
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Galerkin approximation
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computational order barrier
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exponential Euler scheme
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