Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise (Q3561862)

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scientific article; zbMATH DE number 5709935
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    Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
    scientific article; zbMATH DE number 5709935

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      Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (English)
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      19 May 2010
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      parabolic stochastic partial differential equation
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      Galerkin approximation
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      computational order barrier
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      exponential Euler scheme
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