Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6617337
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise |
scientific article; zbMATH DE number 6617337 |
Statements
Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (English)
0 references
16 August 2016
0 references
finite element methods
0 references
exponential integrators
0 references
weak convergence
0 references
strong convergence
0 references
semidiscretization
0 references
semi-linear stochastic partial differential equation
0 references
exponential Euler scheme
0 references
Malliavin calculus
0 references
numerical result
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9449543
0 references
0.9419436
0 references
0.9410911
0 references
0.93939686
0 references
0.93206733
0 references
0.9306977
0 references
0.9297345
0 references
0.9291176
0 references
0.9286231
0 references