Combined error estimates for local fluctuations of SPDEs
DOI10.1007/s10444-020-09766-2OpenAlexW3006566149MaRDI QIDQ1987748
Christian Kuehn, Patrick Kürschner
Publication date: 15 April 2020
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.04629
Lyapunov equationstochastic dynamicsstochastic partial differential equationlow-rank approximationoptimal regularitylocal fluctuationscombined error estimates
Matrix equations and identities (15A24) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Approximation methods and numerical treatment of dynamical systems (37M99)
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