Approximation for semilinear stochastic evolution equations
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Publication:1868135
DOI10.1023/A:1020552804087zbMath1015.60053OpenAlexW4247755366WikidataQ59225732 ScholiaQ59225732MaRDI QIDQ1868135
Publication date: 27 April 2003
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1020552804087
convergence analysisstochastic partial differential equationsimplicit Euler methodmethod of momentsCrank-Nicolson methodstochastic evolution equationsexplicit Euler method
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60)
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