Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
From MaRDI portal
Publication:1742677
DOI10.1007/s10915-017-0475-yzbMath1386.65040arXiv1610.06790OpenAlexW2964053149WikidataQ115603799 ScholiaQ115603799MaRDI QIDQ1742677
Antoine Tambue, Jean Daniel Mukam
Publication date: 12 April 2018
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.06790
strong convergencefinite element methodstochastic partial differential equationserrors estimateexponential Rosenbrock-Euler methodmultiplicative \& additive noisestochastic reactive dominated transport equations
Finite element methods applied to problems in solid mechanics (74S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)
Related Items
Online Multiscale Model Reduction for Nonlinear Stochastic PDEs with Multiplicative Noise, Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise, Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise, Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise, Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise, A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation, Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure, Rosenbrock-Wanner Methods: Construction and Mission
Cites Work
- Unnamed Item
- Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
- Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
- Semigroups of linear operators and applications to partial differential equations
- Geometric theory of semilinear parabolic equations
- Fast Leja points
- Piecewise-linearized methods for initial-value problems
- Weak convergence of a numerical method for a stochastic heat equation
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation
- A concise course on stochastic partial differential equations
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Numerical solution of conservative finite-dimensional stochastic Schrödinger equations
- Exponential integrators
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
- Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
- One-Parameter Semigroups for Linear Evolution Equations
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
- Exponential Rosenbrock-Type Methods
- Weak exponential schemes for stochastic differential equations with additive noise
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- On the discretization in time of parabolic stochastic partial differential equations
- Stochastic Equations in Infinite Dimensions
