Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise

DOI10.1137/080740714zbMath1228.65015OpenAlexW2025586695MaRDI QIDQ3091818

Arnulf Jentzen

Publication date: 14 September 2011

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080740714

zbMATH Keywords

convergenceWiener processHilbert spacefractional Brownian motionstochastic partial differential equationGalerkin approximationsemilinear parabolic equationsadditive noisepathwise approximation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Semilinear parabolic equations (35K58)

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