Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise
DOI10.1515/CMAM-2023-0055zbMATH Open1544.65025MaRDI QIDQ6557147FDOQ6557147
Authors: Jean Daniel Mukam, Antoine Tambue 
Publication date: 18 June 2024
Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)
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)
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Cited In (1)
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