Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise (Q4920236)

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scientific article; zbMATH DE number 6163634
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    Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
    scientific article; zbMATH DE number 6163634

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      Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise (English)
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      16 May 2013
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      parabolic stochastic partial differential equation (SPDE)
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      finite element
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      exponential integrators
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      strong numerical approximation
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      multiplicative noise
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      additive noise
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      Ito equation
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      Hilbert space
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      Wiener process
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      trace class operator
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      convergence
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      linear reaction-diffusion equation
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      stochastic advection-diffusion-reaction equation
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