Spatial approximation of stochastic convolutions
DOI10.1016/J.CAM.2011.02.010zbMATH Open1229.65027OpenAlexW2170789287WikidataQ59593875 ScholiaQ59593875MaRDI QIDQ534239FDOQ534239
Stig Larsson, Mihály Kovács, Fredrik Lindgren
Publication date: 17 May 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.02.010
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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Cited In (7)
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
- Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on `Monte Carlo and quasi-Monte Carlo methods in scientific computing', Sydney, Australia, February 13--17, 2012
- A posteriorianalysis of finite element discretizations of stochastic partial differential delay equations
- Numerical multi-scaling method to solve the linear stochastic partial differential equations
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