Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
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DOI: 10.1016/j.amc.2018.09.073
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References listed on IDEAS
- Lord, Gabriel J. & Tambue, Antoine, 2018. "A modified semi–implicit Euler–Maruyama scheme for finite element discretization of SPDEs with additive noise," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 105-122.
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Cited by:
- Mukam, Jean Daniel & Tambue, Antoine, 2020. "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, Elsevier, vol. 130(8), pages 4968-5005.
- Farah M. Al-Askar & Wael W. Mohammed & Abeer M. Albalahi & Mahmoud El-Morshedy, 2022. "The Impact of the Wiener Process on the Analytical Solutions of the Stochastic (2+1)-Dimensional Breaking Soliton Equation by Using Tanh–Coth Method," Mathematics, MDPI, vol. 10(5), pages 1-9, March.
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Keywords
Linear implicit Euler method; Stochastic partial differential equations; Multiplicative and additive noise; Strong convergence; Finite element method;All these keywords.
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