Numerical analysis of semilinear stochastic evolution equations in Banach spaces
From MaRDI portal
Publication:1860425
DOI10.1016/S0377-0427(02)00483-1zbMath1026.65005WikidataQ59225742 ScholiaQ59225742MaRDI QIDQ1860425
Publication date: 23 February 2003
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
stochastic partial differential equationsnumerical approximationstochastic delay equationstochastic evolution equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Faedo-Galerkin approximate solutions of a neutral stochastic fractional differential equation with finite delay, Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition, A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere, Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise, Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise, A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure, An Exponential Wagner--Platen Type Scheme for SPDEs, Convergence estimates of a projection-difference method for an operator-differential equation, Meshless simulation of stochastic advection-diffusion equations based on radial basis functions, The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations, Unnamed Item, Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise, On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation, Error estimates for projection-difference methods for differential equations with differentiable operators, An approximation of semigroups method for stochastic parabolic equations, On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation, The numerical approximation of stochastic partial differential equations, Numerical schemes for rough parabolic equations, Numerical solution of stochastic hyperbolic equations, Unnamed Item, A simplified Milstein scheme for SPDEs with multiplicative noise, Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise, Crank--Nicolson Finite Element Approximations for a Linear Stochastic Fourth Order Equation with Additive Space-Time White Noise, Spatial approximation of stochastic convolutions, Spectral collocation method for stochastic Burgers equation driven by additive noise, Unnamed Item, Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients, Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity, Weak approximation of the stochastic wave equation, Weak order for the discretization of the stochastic heat equation, An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise, Numerical solution of the Burgers equation with Neumann boundary noise, Numerical solution of stochastic partial differential equations using a collocation method, Weak approximation of stochastic partial differential equations: the nonlinear case, Analysis and approximation of stochastic nerve axon equations, NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES, A mild Itô formula for SPDEs, Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients, Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition, Numerical analysis for stochastic age-dependent population equations, Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling, Numerical analysis of semilinear stochastic evolution equations in Banach spaces, A Milstein scheme for SPDEs, Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- On the martingale problem for Banach space valued stochastic differential equations
- State theory of linear hereditary differential systems
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
- Biorthogonal spline wavelets on the interval -- stability and moment conditions
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Stochastic partial differential equations in \(M\)-type 2 Banach spaces
- Hölder inequalities and sharp embeddings in function spaces of \(B_{pq}^ s\) and \(F_{pq}^ s\) type
- Introduction to the numerical analysis of stochastic delay differential equations
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- Note on product formulas for operator semigroups
- Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups
- Approximation of optimal control problems governed by non-linear evolution equations
- Ten Lectures on Wavelets
- Hereditary Control Problems: Numerical Methods Based on Averaging Approximations
- Da Prato-Zabczyk's maximal inequality revisited. I.
- Numerical methods for stochastic parabolic PDEs
- One-Parameter Semigroups for Linear Evolution Equations
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- On stochastic convolution in banach spaces and applications
- Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item