This paper is concerned with the numerical approximation of some linear stochastic partial differential equations with additive noises. A special representation of the noise is considered, and it is compared with general representations of noises in the infinite dimensional setting. Convergence analysis and error estimates are presented for the numerical solution based on the standard finite difference and finite element methods. The effects of the noises on the accuracy of the approximations are illustrated. Results of the numerical experiments are provided
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
Abstract. We consider the numerical approximation of a general second order semi–linear parabolic st...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Abstract. This paper is concerned with the numerical approximation of some linear stochastic partial...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
These notes describe numerical issues that may arise when implementing a simulation method for a sto...
These notes describe numerical issues that may arise when implementing a simulation method for a sto...
Abstract. Semidiscrete finite element approximation of the linear stochas-tic wave equation with add...
Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additiv...
Abstract. A unified approach is given for the analysis of the weak error of spatially semidiscrete f...
We consider the numerical approximation of a general second order semi–linear parabolic stochastic p...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
Abstract. We consider the numerical approximation of a general second order semi–linear parabolic st...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Abstract. This paper is concerned with the numerical approximation of some linear stochastic partial...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
These notes describe numerical issues that may arise when implementing a simulation method for a sto...
These notes describe numerical issues that may arise when implementing a simulation method for a sto...
Abstract. Semidiscrete finite element approximation of the linear stochas-tic wave equation with add...
Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additiv...
Abstract. A unified approach is given for the analysis of the weak error of spatially semidiscrete f...
We consider the numerical approximation of a general second order semi–linear parabolic stochastic p...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
Abstract. We consider the numerical approximation of a general second order semi–linear parabolic st...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...