DagSemProc.04401.8.pdf
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Numerical Approximation of Parabolic Stochastic Partial Differential Equations
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Dagstuhl Seminar Proceedings, Volume 4401
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2005-04-19
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Erika Hausenblas. Numerical Approximation of Parabolic Stochastic Partial Differential Equations. In Algorithms and Complexity for Continuous Problems. Dagstuhl Seminar Proceedings, Volume 4401, pp. 1-2, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2005)
https://doi.org/10.4230/DagSemProc.04401.8
https://doi.org/10.4230/DagSemProc.04401.8
Abstract
The topic of the talk were the time approximation
of quasi linear stochastic partial differential
equations of parabolic type. The framework were
in the setting of stochastic evolution equations.
An error bounds for the implicit Euler scheme was
given and the stability of the scheme were considered.
Keywords
- Stochastic Partial Differential Equations
- Stochastic evolution Equations
- Numerical Approximation
- implicit Euler scheme
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