A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\)
From MaRDI portal
Publication:861502
DOI10.1007/s00245-006-0874-1zbMath1152.60047arXivmath/0508339OpenAlexW2054066138MaRDI QIDQ861502
Teresa Martinez, Marta Sanz-Solé
Publication date: 29 January 2007
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0508339
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise, A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional, The numerical approximation of stochastic partial differential equations, Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\), Pathwise definition of second-order SDEs, A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION, Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
