Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
From MaRDI portal
Publication:2010246
DOI10.1016/J.APNUM.2019.08.009OpenAlexW2971297134MaRDI QIDQ2010246FDOQ2010246
Authors: Jean Daniel Mukam, Antoine Tambue 
Publication date: 27 November 2019
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03189
Recommendations
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
- Strong convergence of a fully discrete finite element method for a class of semilinear stochastic partial differential equations with multiplicative noise
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
stochastic partial differential equationsfinite element methodmultiplicative noisestrong convergenceadditive noisenon-autonomous problemslinear implicit Euler method
Cites Work
- Stochastic Equations in Infinite Dimensions
- Semigroups of linear operators and applications to partial differential equations
- Geometric theory of semilinear parabolic equations
- Stochastic partial differential equations
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- A concise course on stochastic partial differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Magnus and Fer expansions for matrix differential equations: the convergence problem
- On the exponential solution of differential equations for a linear operator
- Title not available (Why is that?)
- Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
- Norms and Domains of the Complex Powers A B z
- A second-order Magnus-type integrator for nonautonomous parabolic problems
- Fourth- and sixth-order commutator-free Magnus integrators for linear and nonlinear dynamical systems
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- On abstract parabolic fundamental solutions
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- Da Prato-Zabczyk's maximal inequality revisited. I.
- Convergence of the Magnus series
- Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
- On the finite element method for parabolic equations. I: Approximation of homomorphic semi-groups
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- An exponential integrator for non-autonomous parabolic problems
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
- Characterization of the domain of fractional powers of a class of elliptic differential operators with feedback boundary conditions
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
Cited In (5)
- Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear non-Autonomous SPDEs Driven by Multiplicative or Additive Noise
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
- Optimal analysis of finite element methods for the stochastic Stokes equations
This page was built for publication: Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2010246)
