NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES
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Partial functional-differential equations (35R10) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Recommendations
- Newton's method for stochastic functional differential equations
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- scientific article; zbMATH DE number 1076109
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- Approximation de newton pour les équations différentielles stochastiques
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- Newton's stochastic method in nonlinear extremal problems
- Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise
Cites work
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 3703762 (Why is no real title available?)
- scientific article; zbMATH DE number 19571 (Why is no real title available?)
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 3488955 (Why is no real title available?)
- scientific article; zbMATH DE number 1779812 (Why is no real title available?)
- scientific article; zbMATH DE number 936525 (Why is no real title available?)
- EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
- Ergodicity for Infinite Dimensional Systems
- Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
- Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing
- Newton's method for stochastic differential equations and its probabilistic second-order error estimate
- Newton's method for stochastic functional differential equations
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
- On discretization schemes for stochastic evolution equations
- On stochastic evolution equations with non-Lipschitz coefficients
- On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity
- On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs
- Remarks on Nonlinear Stochastic Partial Differential Equations: An Application of the Splitting-Up Method
- Splitting up method for the 2D stochastic Navier-Stokes equations
- Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations for the non linear filtering problem
- Stochastic evolution equations in UMD Banach spaces
- Stochastic functional evolution equations with monotone nonlinearity: existence and stability of the mild solutions
- Stochastic generalized porous media and fast diffusion equations
- Stochastic partial differential equations and filtering of diffusion processes
- Stochastic partial differential equations in M-type 2 Banach spaces
- Time-splitting methods to solve the stochastic incompressible Stokes equation
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
Cited in
(6)- Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise
- Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion
- Newton's method for nonlinear stochastic wave equations
- Newton's method for stochastic functional differential equations
- Newton's method for first-order stochastic functional partial differential equations
- Newton's method for parabolic stochastic functional partial differential equations
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