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 rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise

IMA Journal of Numerical Analysis ◽

10.1093/imanum/drw016 ◽

2016 ◽

pp. drw016 ◽

Cited By ~ 2

Author(s):

Xiaojie Wang

Keyword(s):

Finite Element ◽

Strong Convergence ◽

Additive Noise ◽

Convergence Rates ◽

Euler Method ◽

Element Discretization ◽

Implicit Euler Method ◽

Strong Convergence Rates

Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.09.073 ◽

2019 ◽

Vol 346 ◽

pp. 23-40

Author(s):

Antoine Tambue ◽

Jean Daniel Mukam

Keyword(s):

Finite Element ◽

Strong Convergence ◽

Additive Noise ◽

Euler Method ◽

Element Discretization ◽

Implicit Euler Method

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

Stochastic Processes and their Applications ◽

10.1016/j.spa.2020.02.008 ◽

2020 ◽

Vol 130 (8) ◽

pp. 4968-5005

Author(s):

Jean Daniel Mukam ◽

Antoine Tambue

Keyword(s):

Finite Element ◽

Strong Convergence ◽

Additive Noise ◽

Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise

Applied Numerical Mathematics ◽

10.1016/j.apnum.2019.08.009 ◽

2020 ◽

Vol 147 ◽

pp. 222-253

Author(s):

Jean Daniel Mukam ◽

Antoine Tambue

Keyword(s):

Finite Element ◽

Strong Convergence ◽

Additive Noise ◽

Euler Method ◽

Element Discretization ◽

Implicit Euler Method

A New Conical Regularization for Some Optimization and Optimal Control Problems: Convergence Analysis and Finite Element Discretization

Numerical Functional Analysis and Optimization ◽

10.1080/01630563.2013.806546 ◽

2013 ◽

Vol 34 (8) ◽

pp. 861-895 ◽

Cited By ~ 6

Author(s):

Akhtar A. Khan ◽

Miguel Sama

Keyword(s):

Optimal Control ◽

Finite Element ◽

Convergence Analysis ◽

Optimal Control Problems ◽

Control Problems ◽

Element Discretization ◽

Optimization And Optimal Control

A modified semi–implicit Euler–Maruyama scheme for finite element discretization of SPDEs with additive noise

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.03.014 ◽

2018 ◽

Vol 332 ◽

pp. 105-122 ◽

Cited By ~ 1

Author(s):

Gabriel J. Lord ◽

Antoine Tambue

Keyword(s):

Finite Element ◽

Additive Noise ◽

Convergence analysis of a BDF2 / mixed finite element discretization of a Darcy–Nernst–Planck–Poisson system

ESAIM Mathematical Modelling and Numerical Analysis ◽

10.1051/m2an/2017002 ◽

2017 ◽

Vol 51 (5) ◽

pp. 1883-1902 ◽

Cited By ~ 2

Author(s):

Florian Frank ◽

Peter Knabner

Keyword(s):

Finite Element ◽

Convergence Analysis ◽

Mixed Finite Element ◽

Poisson System ◽

Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative & additive noise

Applied Numerical Mathematics ◽

10.1016/j.apnum.2016.04.013 ◽

2016 ◽

Vol 108 ◽

pp. 57-86 ◽

Cited By ~ 13

Author(s):

Antoine Tambue ◽

Jean Medard T. Ngnotchouye

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Finite Element ◽

Weak Convergence ◽

Additive Noise ◽

Stochastic Partial Differential Equation ◽

Partial Differential ◽

Element Discretization ◽

Exponential Integrator

Convergence analysis and computational testing of the finite element discretization of the Navier-Stokes alpha model

Numerical Methods for Partial Differential Equations ◽

10.1002/num.20493 ◽

2009 ◽

Vol 26 (6) ◽

pp. 1328-1350 ◽

Cited By ~ 10

Author(s):

Jeffrey Connors

Keyword(s):

Finite Element ◽

Convergence Analysis ◽

Navier Stokes ◽

Element Discretization ◽

Computational Testing

Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

IMA Journal of Numerical Analysis ◽

10.1093/imanum/drr059 ◽

2012 ◽

Vol 33 (2) ◽

pp. 515-543 ◽

Cited By ~ 40

Author(s):

G. J. Lord ◽

A. Tambue

Keyword(s):

Finite Element ◽

Additive Noise ◽

Exponential Integrators ◽