On the splitting method for some complex-valued quasilinear evolution equations

DOI10.1007/978-3-642-29982-7zbMATH Open1250.60004arXiv1101.2315OpenAlexW3100333780MaRDI QIDQ415997FDOQ415997

Authors: Zdzislaw Brzezniak, Annie Millet 

Publication date: 9 May 2012

Published in: Springer Proceedings in Mathematics \& Statistics, Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Abstract: Using the approach of the splitting method developed by I. Gy"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given in general Sobolev spaces and the model considered here contains both the parabolic quasi-linear equations under some (non strict) stochastic parabolicity condition as well as linear Schr"odinger equations

Full work available at URL: https://arxiv.org/abs/1101.2315

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zbMATH Keywords

Sobolev spacessplitting methodcomplex-valued stochastic evolution equationsparabolic quasi-linear equationssemi-linear Schrödinger equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semilinear elliptic equations (35J61) Quasilinear parabolic equations (35K59) Proceedings of conferences of miscellaneous specific interest (00B25) PDEs with randomness, stochastic partial differential equations (35R60) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic analysis (60Hxx)

Cited In (5)

• Stochastic analysis and related topics VIII. Silivri workshop, Gazimagusa (North Cyprus), September 18--27 (2000). Selected Papers
• Splitting up method for the 2D stochastic Navier-Stokes equations
• A preservative splitting approximation of the solution of a variable coefficient quenching problem
• Dimension splitting for quasilinear parabolic equations
• Stochastic analysis and related topics. Proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986

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