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URN: urn:nbn:de:0030-drops-1417
URL: http://drops.dagstuhl.de/opus/volltexte/2005/141/
Hausenblas, Erika

Numerical Approximation of Parabolic Stochastic Partial Differential Equations

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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.

BibTeX - Entry

@InProceedings{hausenblas:DSP:2005:141,
  author =	{Erika Hausenblas},
  title =	{Numerical Approximation of Parabolic Stochastic Partial Differential Equations},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  year =	{2005},
  editor =	{Thomas M{\"u}ller-Gronbach and Erich Novak and Knut Petras and Joseph F. Traub},
  number =	{04401},
  series =	{Dagstuhl Seminar Proceedings},
  ISSN =	{1862-4405},
  publisher =	{Internationales Begegnungs- und Forschungszentrum f{\"u}r Informatik (IBFI), Schloss Dagstuhl, Germany},
  address =	{Dagstuhl, Germany},
  URL =		{http://drops.dagstuhl.de/opus/volltexte/2005/141},
  annote =	{Keywords: Stochastic Partial Differential Equations , Stochastic evolution Equations , Numerical Approximation , implicit Euler scheme}
}

Keywords: Stochastic Partial Differential Equations , Stochastic evolution Equations , Numerical Approximation , implicit Euler scheme
Seminar: 04401 - Algorithms and Complexity for Continuous Problems
Issue date: 2005
Date of publication: 19.04.2005

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