Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.4946 ◽

2018 ◽

Vol 41 (13) ◽

pp. 4986-5002

Author(s):

Minoo Kamrani ◽

S. Mohammad Hosseini ◽

Erika Hausenblas

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Partial Differential Equations ◽

Trace Class ◽

Euler Method ◽

Partial Differential ◽

Implicit Euler Method ◽

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A Runge–Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise

Numerical Algorithms ◽

10.1007/s11075-012-9568-8 ◽

2012 ◽

Vol 62 (2) ◽

pp. 193-223 ◽

Author(s):

Xiaojie Wang ◽

Siqing Gan

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Trace Class ◽

Partial Differential ◽

Class Noise ◽

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Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2012.08.038 ◽

2013 ◽

Vol 398 (1) ◽

pp. 151-169 ◽

Author(s):

Xiaojie Wang ◽

Siqing Gan

Keyword(s):

Partial Differential Equations ◽

Weak Convergence ◽

Differential Equations ◽

Convergence Analysis ◽

Stochastic Partial Differential Equations ◽

Additive Noise ◽

Euler Method ◽

Partial Differential ◽

Implicit Euler Method

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Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

Journal of Differential Equations ◽

10.1016/j.jde.2011.08.050 ◽

2012 ◽

Vol 252 (1) ◽

pp. 114-136 ◽

Author(s):

Arnulf Jentzen ◽

Michael Röckner

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Trace Class ◽

Partial Differential ◽

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On the numerical solution of a T-Sylvester type matrix equation arising in the control of stochastic partial differential equations

IMA Journal of Applied Mathematics ◽

10.1093/imamat/hxx030 ◽

2017 ◽

Vol 82 (6) ◽

pp. 1192-1208

Author(s):

Susana N Gomes ◽

Stephen James Tate

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Matrix Equation ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Numerical Solution of Wick-Stochastic Partial Differential Equations

Proceedings of the International Conference on Stochastic Analysis and Applications ◽

10.1007/978-1-4020-2468-9_18 ◽

2004 ◽

pp. 303-349 ◽

Author(s):

Thomas Gorm Theting

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations

SIAM Review ◽

10.1137/16m1089034 ◽

2018 ◽

Vol 60 (2) ◽

pp. 386-406 ◽

Author(s):

Nawaf Bou-Rabee

Keyword(s):

Random Walk ◽

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Random Walk Method

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On numerical solution of stochastic partial differential equations of elliptic type

Stochastics ◽

10.1080/17442500600805047 ◽

2006 ◽

Vol 78 (4) ◽

pp. 213-231 ◽

Author(s):

István Gyöngy ◽

Teresa Martínez

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Partial Differential Equations ◽

Elliptic Type ◽

Partial Differential

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Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference

Engineering Analysis with Boundary Elements ◽

10.1016/j.enganabound.2019.03.013 ◽

2019 ◽

Vol 104 ◽

pp. 120-134

Author(s):

M. Esmaeilbeigi ◽

O. Chatrabgoun ◽

M. Shafa

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Numerical Solution ◽

Collocation Method ◽

Stochastic Partial Differential Equations ◽

Partition Of Unity ◽

Time Dependent ◽

Partial Differential

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Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations

Archives of Computational Methods in Engineering ◽

10.1007/s11831-009-9034-5 ◽

2009 ◽

Vol 16 (3) ◽

pp. 251-285 ◽

Author(s):

Anthony Nouy

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solution ◽

Stochastic Partial Differential Equations ◽

Stochastic Methods ◽

Partial Differential ◽

Recent Developments

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Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise

SIAM Journal on Numerical Analysis ◽

10.1137/100818297 ◽

2012 ◽

Vol 50 (6) ◽

pp. 2873-2896 ◽

Author(s):

Thomas Dunst ◽

Erika Hausenblas ◽

Andreas Prohl

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Euler Method ◽

Lévy Noise ◽

Partial Differential ◽

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