Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise (Q4581122)
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scientific article; zbMATH DE number 6923770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise |
scientific article; zbMATH DE number 6923770 |
Statements
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise (English)
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23 August 2018
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\(L^2\) convergence
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semi-implicit Euler method
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spectral collocation method
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stochastic partial differential equation
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