A local discontinuous Galerkin method for nonlinear parabolic SPDEs
DOI10.1051/m2an/2020026zbMath1480.65019OpenAlexW3017330686MaRDI QIDQ4958834
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Publication date: 15 September 2021
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/m2an/2020026
error estimatesstability analysismultiplicative noiselocal discontinuous Galerkin methodnonlinear parabolic stochastic partial differential equationsstochastic viscous Burgers equation
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (7)
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