Localization errors in solving stochastic partial differential equations in the whole space
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Publication:2981781
DOI10.1090/mcom/3201zbMath1364.60081arXiv1508.05535OpenAlexW2213941178MaRDI QIDQ2981781
Publication date: 10 May 2017
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.05535
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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