Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
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Cites work
- scientific article; zbMATH DE number 3649253 (Why is no real title available?)
- scientific article; zbMATH DE number 1077323 (Why is no real title available?)
- scientific article; zbMATH DE number 1745051 (Why is no real title available?)
- A concise course on stochastic partial differential equations
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
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- Stochastic partial differential equations
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- 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
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
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
- 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
- Optimal analysis of finite element methods for the stochastic Stokes equations
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