Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs

DOI10.1155/S1048953301000053zbMath0988.60066MaRDI QIDQ5943716

S. Shott, Peter E. Kloeden

Publication date: 10 July 2002

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49268

zbMATH Keywords

stochastic partial differential equationsItô-Galerkin approximationlinear implicit Taylor scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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