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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Revision as of 20:53, 2 July 2024

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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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    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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