A numerical scheme for stochastic PDEs with Gevrey regularity
Publication:4653107
DOI10.1093/imanum/24.4.587zbMath1073.65008OpenAlexW2061319419MaRDI QIDQ4653107
Publication date: 28 February 2005
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/24.4.587
Fourier transformnumerical resultsdiffusion equationstochastic partial differential equationsGevrey regularityBrownian motionsimplicit Euler-Maruyama schemestrong error estimateGinzburg-Landau nonlinearity
Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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