The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
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Cites work
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- Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
- Ergodicity for Infinite Dimensional Systems
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Numerical approximation of random periodic solutions of stochastic differential equations
- Numerical approximation of stationary distributions for stochastic partial differential equations
- Numerical approximations to the stationary solutions of stochastic differential equations
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Pathwise random periodic solutions of stochastic differential equations
- Random periodic processes, periodic measures and ergodicity
- Random periodic solutions of random dynamical systems
- Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding
- Semigroups of linear operators and applications to partial differential equations
- Spectral Methods for Time-Dependent Problems
- Strong and weak approximation of semilinear stochastic evolution equations
- The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
Cited in
(7)- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
- Random periodic solutions of SDEs driven by -stable processes: existence, uniqueness and numerical approximations
- Approximation of random periodic solutions for neutral type SDEs with non-uniform dissipativity
- Ergodic semi-implicit approximations to periodic measures of stochastic differential equations with locally Lipschitz drifts -- error analysis in Wasserstein distance
- Approximations of random periodic solutions for path-dependent stochastic differential equations with finite/infinite delay
- Besicovitch almost automorphic solutions in finite-dimensional distributions to stochastic semilinear differential equations driven by both Brownian and fractional Brownian motions
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