Add to ORKGThe aim of this paper is to investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations with colored noise instead of the usual space-time white noise. By applying Galerkin method for spatial discretization we obtain the rate of path-wise convergence in the uniform topology. Numerical examples illustrate the theoretically predicted convergence rate
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
We consider the stochastic heat equation with a multiplicative colored noise term on the real space ...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
The aim of this paper is to investigate the numerical solution of stochastic partial differential eq...
In this paper we investigate the numerical solution of stochastic partial differential equations (SP...
The main purpose of this paper is to investigate the spectral Galerkin method for spatial discretiza...
The main purpose of this paper is to investigate the spectral Galerkin method for spatial discretiza...
The main purpose of this paper is to investigate the spectral Galerkin method for spatial discretiza...
This book covers numerical methods for stochastic partial differential equations with white noise us...
We study the speed of convergence of the explicit and implicit space-time discretization schemes of ...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...
We study strictly parabolic stochastic partial differential equations on R^d, d>=1, driven by a Gaus...
We study the finite element method for stochastic parabolic partial differential equations driven by...
We study the finite element method for stochastic parabolic partial differential equations driven by...
Stochastic partial differential equations arise when modelling uncertain phenomena. Here the emphasi...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
We consider the stochastic heat equation with a multiplicative colored noise term on the real space ...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
The aim of this paper is to investigate the numerical solution of stochastic partial differential eq...
In this paper we investigate the numerical solution of stochastic partial differential equations (SP...
The main purpose of this paper is to investigate the spectral Galerkin method for spatial discretiza...
The main purpose of this paper is to investigate the spectral Galerkin method for spatial discretiza...
The main purpose of this paper is to investigate the spectral Galerkin method for spatial discretiza...
This book covers numerical methods for stochastic partial differential equations with white noise us...
We study the speed of convergence of the explicit and implicit space-time discretization schemes of ...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...
We study strictly parabolic stochastic partial differential equations on R^d, d>=1, driven by a Gaus...
We study the finite element method for stochastic parabolic partial differential equations driven by...
We study the finite element method for stochastic parabolic partial differential equations driven by...
Stochastic partial differential equations arise when modelling uncertain phenomena. Here the emphasi...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...
We consider the stochastic heat equation with a multiplicative colored noise term on the real space ...
The thesis deals with various aspects of the study of stochastic partial differential equations driv...