Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

DOI10.1002/mma.4946zbMath1394.65085OpenAlexW2804331509WikidataQ129764462 ScholiaQ129764462MaRDI QIDQ4581122

Erika Hausenblas, Minoo Kamrani, Mohammed Hosseini Ali Abadi

Publication date: 23 August 2018

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.4946

zbMATH Keywords

stochastic partial differential equationspectral collocation methodsemi-implicit Euler method\(L^2\) convergence

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60)

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