Numerical approximation of nonlinear SPDE’s

The numerical analysis of stochastic parabolic partial differential equations of the form d u + A ( u ) d t = f d t + g d W , is surveyed, where A is a nonlinear partial operator and W a Brownian motion. This manuscript unifies much of the theory developed over the last decade into a cohesive framew...

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Veröffentlicht in:	Stochastic partial differential equations : analysis and computations 2023-12, Vol.11 (4), p.1553-1634
Hauptverfasser:	Ondreját, Martin, Prohl, Andreas, Walkington, Noel J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Computational Mathematics and Numerical Analysis Computational Science and Engineering Mathematical analysis Mathematics Mathematics and Statistics Numerical Analysis Parabolic differential equations Partial Differential Equations Probability Theory and Stochastic Processes Statistical Theory and Methods
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