The aim of this paper is to address the convergence analysis of a finite-volume scheme for the approximation of a stochastic non-linear parabolic problem set in a bounded domain of R 2 and under homogeneous Neumann boundary conditions. The considered discretization is semi-implicit in time and TPFA in space. By adapting well-known methods for the time-discretization of stochastic PDEs, one shows that the associated finite-volume approximation converges towards the unique variational solution of the continuous problem strongly in L 2 (Ω; L 2 (0, T ; L 2 (Λ)))
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
This thesis bears on numerical methods for deterministic and stochastic partial differential equatio...
We consider a semilinear parabolic PDE driven by additive noise. The equation is discretized in spac...
The aim of this paper is to address the convergence analysis of a finite-volume scheme for the appro...
International audienceWe present here the discretization by a finite-volume scheme of a heat equatio...
International audienceWe study here the approximation by a finite-volume scheme of a heat equation f...
We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz c...
International audienceWe propose a two-point flux approximation finite-volume scheme for a stochasti...
Abstract. We consider the numerical approximation of a general second order semi–linear parabolic st...
We consider the numerical approximation of a general second order semi–linear parabolic stochastic p...
This paper aims to investigate the finite element weak convergence rate for semilinear parabolic sto...
Abstract. We consider the numerical approximation of general semilinear parabolic stochastic partial...
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
This thesis bears on numerical methods for deterministic and stochastic partial differential equatio...
We consider a semilinear parabolic PDE driven by additive noise. The equation is discretized in spac...
The aim of this paper is to address the convergence analysis of a finite-volume scheme for the appro...
International audienceWe present here the discretization by a finite-volume scheme of a heat equatio...
International audienceWe study here the approximation by a finite-volume scheme of a heat equation f...
We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz c...
International audienceWe propose a two-point flux approximation finite-volume scheme for a stochasti...
Abstract. We consider the numerical approximation of a general second order semi–linear parabolic st...
We consider the numerical approximation of a general second order semi–linear parabolic stochastic p...
This paper aims to investigate the finite element weak convergence rate for semilinear parabolic sto...
Abstract. We consider the numerical approximation of general semilinear parabolic stochastic partial...
Abstract We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differ...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
This thesis bears on numerical methods for deterministic and stochastic partial differential equatio...
We consider a semilinear parabolic PDE driven by additive noise. The equation is discretized in spac...