A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229)
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scientific article; zbMATH DE number 7128591
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| English | A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise |
scientific article; zbMATH DE number 7128591 |
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A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (English)
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12 November 2019
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parabolic stochastic partial differential equations
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finite element method
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modified semi-implicit Euler-Maruyama
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higher order approximation
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strong numerical approximation
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additive noise
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transport in porous media
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0.8917445540428162
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0.8533420562744141
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0.8336635231971741
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0.831952691078186
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