Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise
weak convergencefinite element methodsemilinear parabolic stochastic partial differential equationsKolmogorov equationadditive noiseRosenbrock-type methods
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semilinear parabolic equations (35K58) Abstract parabolic equations (35K90) PDEs with randomness, stochastic partial differential equations (35R60) 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)
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
- Weak approximations of stochastic partial differential equations with fractional noise
- scientific article; zbMATH DE number 996049 (Why is no real title available?)
- A concise course on stochastic partial differential equations
- A discrete stochastic Gronwall lemma
- A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation
- Characterization of the domain of fractional powers of a class of elliptic differential operators with feedback boundary conditions
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- Geometric theory of semilinear parabolic equations
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
- Malliavin regularity and weak approximation of semilinear SPDEs with Lévy noise
- More Generalised Discrete Gronwall Inequalities
- Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
- Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
- Stochastic Equations in Infinite Dimensions
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
- Stochastic partial differential equations
- Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
- Weak approximation of stochastic partial differential equations: the nonlinear case
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
- Weak error analysis for semilinear stochastic Volterra equations with additive noise
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
- Weak order for the discretization of the stochastic heat equation
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