Spatial approximation of stochastic convolutions
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Numerical methods for wavelets (65T60)
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Cites work
- A concise course on stochastic partial differential equations
- Analysis of SPDEs arising in path sampling. I: The Gaussian case
- Approximation for semilinear stochastic evolution equations
- Biorthogonal bases of compactly supported wavelets
- Biorthogonal spline wavelets on the interval -- stability and moment conditions
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- Fast Model Updates Using Wavelets
- Fast wavelet transforms and numerical algorithms I
- Finite element and difference approximation of some linear stochastic partial differential equations
- Finite element approximation of the linear stochastic wave equation with additive noise
- Finite element methods for parabolic stochastic PDE's
- Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
- Galerkin Finite Element Methods for Parabolic Problems
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Numerical methods for stochastic parabolic PDEs
- On numerical solutions of the stochastic wave equation
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Space semi-discretisations for a stochastic wave equation
- Stochastic Cahn-Hilliard equation
- Stochastic Equations in Infinite Dimensions
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- Ten Lectures on Wavelets
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- Wavelet methods for PDEs -- some recent developments
Cited in
(9)- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
- Numerical multi-scaling method to solve the linear stochastic partial differential equations
- 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
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
- A posteriori analysis of finite element discretizations of stochastic partial differential delay equations
- On Convergence rate of Wiener-Ito expansion for generalized random variables
- APPROXIMATION OF THE STOCHASTIC RAYLEIGH–BÉNARD PROBLEM NEAR THE ONSET OF CONVECTION AND RELATED PROBLEMS
- Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
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