A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
scientific article

    Statements

    A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (English)
    0 references
    0 references
    0 references
    12 November 2019
    0 references
    parabolic stochastic partial differential equations
    0 references
    finite element method
    0 references
    modified semi-implicit Euler-Maruyama
    0 references
    higher order approximation
    0 references
    strong numerical approximation
    0 references
    additive noise
    0 references
    transport in porous media
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references