scientific article

zbMath1141.65324MaRDI QIDQ3504253

Klaus Ritter, Thomas Müller-Gronbach, Tim Wagner

Publication date: 11 June 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergenceadditive space-time white noisedrift-implicit Euler schemelinear stochastic heat equation

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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An Exponential Wagner--Platen Type Scheme for SPDEs ⋮ Unnamed Item ⋮ On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients ⋮ Wavelets Galerkin method for solving stochastic heat equation ⋮ The numerical approximation of stochastic partial differential equations ⋮ Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ Unnamed Item ⋮ Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations ⋮ Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients ⋮ Taylor expansions of solutions of stochastic partial differential equations with additive noise ⋮ Unnamed Item ⋮ A mild Itô formula for SPDEs ⋮ Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients ⋮ A Milstein scheme for SPDEs

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