Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations

DOI10.1007/s00211-021-01241-4arXiv2006.05211MaRDI QIDQ6342449

Fabio Nobile, Eva Vidličková, Yoshihito Kazashi

Publication date: 9 June 2020

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) Numerical methods for stiff equations (65L04) Numerical analysis (65-XX)

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