Numerical analysis of semilinear stochastic evolution equations in Banach spaces

DOI10.1016/S0377-0427(02)00483-1zbMath1026.65005WikidataQ59225742 ScholiaQ59225742MaRDI QIDQ1860425

Erika Hausenblas

Publication date: 23 February 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equations; numerical approximation; stochastic delay equation; stochastic evolution equations

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Spatial approximation of stochastic convolutions, Error estimates for projection-difference methods for differential equations with differentiable operators, The numerical approximation of stochastic partial differential equations, Weak approximation of the stochastic wave equation, 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 implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise, Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients, Numerical analysis of semilinear stochastic evolution equations in Banach spaces, Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise, Convergence estimates of a projection-difference method for an operator-differential equation, Numerical analysis for stochastic age-dependent population equations, Weak order for the discretization of the stochastic heat equation, Weak approximation of stochastic partial differential equations: the nonlinear case, On Modified Crank–Nicholson Difference Schemes for Stochastic Parabolic Equation, Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise

Cites Work

• 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
• Unnamed Item
• 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
• 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