Covariance structure of parabolic stochastic partial differential equations

DOI10.1007/s40072-013-0012-4zbMath1306.60089arXiv1210.3447OpenAlexW1972240278WikidataQ59593855 ScholiaQ59593855MaRDI QIDQ487664

Stig Larsson, Christoph Schwab, Annika Lang

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.3447

zbMATH Keywords

stochastic partial differential equationscovarianceweak variational solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

Related Items (7)

Numerical approximation and simulation of the stochastic wave equation on the sphere ⋮ Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise ⋮ Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations ⋮ Euler-Maruyama approximations of the stochastic heat equation on the sphere ⋮ Monte Carlo convergence rates for \(k\)th moments in Banach spaces ⋮ Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs ⋮ Combined error estimates for local fluctuations of SPDEs

Cites Work

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• Adaptive Wavelet Schemes for Parabolic Problems: Sparse Matrices and Numerical Results
• Stochastic Partial Differential Equations with Levy Noise
• Adaptive wavelet algorithms for elliptic PDE's on product domains
• Stochastic Equations in Infinite Dimensions

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