Numerical Approximation of Parabolic Stochastic Partial Differential Equations

Hausenblas, Erika

doi:10.4230/DagSemProc.04401.8

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Numerical Approximation of Parabolic Stochastic Partial Differential Equations

Author Erika Hausenblas

Part of: Volume: Dagstuhl Seminar Proceedings, Volume 4401
Part of: Series: Dagstuhl Seminar Proceedings (DagSemProc)
License: Creative Commons Attribution 4.0 International license
Publication Date: 2005-04-19

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Document Identifiers

DOI: 10.4230/DagSemProc.04401.8
URN: urn:nbn:de:0030-drops-1417

Subject Classification

Keywords

Stochastic Partial Differential Equations
Stochastic evolution Equations
Numerical Approximation
implicit Euler scheme

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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.

Cite As Get BibTex

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

Author Details

Erika Hausenblas

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