An approximation of semigroups method for stochastic parabolic equations

DOI10.1155/2012/684248MaRDI QIDQ1938273zbMATH OpenOpenAlexWikidataFDO

Authors Allaberen Ashyralyev, Mehmet Emin San

Publication date 4 February 2013

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/684248

zbMATH Keywords

convergencenumerical examplesstochastic parabolic equationsnonlocal-boundary value problemsingle-step difference scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Recommendations

• Approximation for semilinear stochastic evolution equations
• Approximation of the solution to the parabolic equation driven by stochastic measure
• scientific article; zbMATH DE number 1868912
• On the semigroup approach to stochastic evolution equations
• scientific article; zbMATH DE number 3949419
• The semi-discrete method for the approximation of the solution of stochastic differential equations
• Approximating the coefficients in semilinear stochastic partial differential equations
• A semigroup approach to stochastic dynamical boundary value problems
• Approximations of solutions of stochastic differential equations driven by semimartingales

Cites work

• scientific article; zbMATH DE number 3826926 (Why is no real title available?)
• An approximation of stochastic hyperbolic equations: case with Wiener process
• Finite element and difference approximation of some linear stochastic partial differential equations
• Higher order pathwise numerical approximations of SPDEs with additive noise
• New difference schemes for partial differential equations.
• Numerical analysis of semilinear stochastic evolution equations in Banach spaces
• Numerical methods for stochastic parabolic PDEs
• On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation
• Stochastic Equations in Infinite Dimensions
• Stochastic differential equations in Hilbert space
• The numerical approximation of stochastic partial differential equations

Cited in

(4)

• scientific article; zbMATH DE number 1532120 (Why is no real title available?)
• Semigroup solution of path-dependent second-order parabolic partial differential equations
• A note on single-step difference scheme for the solution of stochastic differential equation
• Approximation of the solution to the parabolic equation driven by stochastic measure

This page was built for publication: An approximation of semigroups method for stochastic parabolic equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1938273)