Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
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Publication:2008392
DOI10.1016/j.amc.2018.09.073zbMath1429.65260arXiv1710.01386OpenAlexW2963914755WikidataQ129021972 ScholiaQ129021972MaRDI QIDQ2008392
Jean Daniel Mukam, Antoine Tambue
Publication date: 25 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.01386
strong convergencefinite element methodstochastic partial differential equationslinear implicit Euler methodmultiplicative and additive noise
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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