Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs

DOI10.1090/MCOM/3524zbMath1447.65081arXiv1611.02164OpenAlexW2797927110WikidataQ114094321 ScholiaQ114094321MaRDI QIDQ5118854

Kristin Kirchner

Publication date: 27 August 2020

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02164

zbMATH Keywords

momentsstabilityconvergencevariational problemstochastic differential equationsPetrov-Galerkin methodcovariancetensor product spaces

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Monte Carlo convergence rates for \(k\)th moments in Banach spaces

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