A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
Publication:5226660
DOI10.1090/mcom/3421zbMath1416.65031arXiv1801.08531OpenAlexW2784452888WikidataQ128583971 ScholiaQ128583971MaRDI QIDQ5226660
Publication date: 1 August 2019
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.08531
strong convergenceGalerkin finite element methodstochastic evolution equationsrandomized Runge-Kutta methodnoise approximation
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) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (5)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong and weak approximation of semilinear stochastic evolution equations
- Hitchhiker's guide to the fractional Sobolev spaces
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- An adaptive mesh-refining algorithm allowing for an \(H^1\) stable \(L^2\) projection onto Courant finite element spaces
- Sobolev, Besov and Nikolskii fractional spaces: Imbeddings and comparisons for vector valued spaces on an interval
- Semigroups of linear operators and applications to partial differential equations
- A note on Euler's approximations
- Elliptic partial differential equations of second order
- Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients
- Two quadrature rules for stochastic Itô-integrals with fractional Sobolev regularity
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations
- \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
- Two-sided error estimates for the stochastic theta method
- On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
- A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients
- A Milstein scheme for SPDEs
- A concise course on stochastic partial differential equations
- On the \(H^1\)-stability of the \(L_2\)-projection onto finite element spaces
- Merging the Bramble-Pasciak-Steinbach and the Crouzeix-Thomée criterion for $H^1$-stability of the $L^2$-projection onto finite element spaces
- An Introduction to Computational Stochastic PDEs
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
- An Exponential Wagner--Platen Type Scheme for SPDEs
- Stochastic Equations in Infinite Dimensions
- The Stability in L p and W p 1 of the L 2 -Projection onto Finite Element Function Spaces
- A Modified Monte-Carlo Quadrature. II
- Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
- Galerkin Finite Element Methods for Parabolic Problems
- A Modified Monte-Carlo Quadrature
- On the structure of error estimates for finite-difference methods
This page was built for publication: A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
