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Showing 14 publications

2018

Strong convergence of a fully discrete finite element approximation of the stochastic cahn–hilliard equation

Daisuke Furihata, Mihaly Kovacs, Stig Larsson et al

SIAM Journal on Numerical Analysis (2), p. 708-731

Journal article

2018

On the discretisation in time of the stochastic Allen-Cahn equation

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

Mathematische Nachrichten (5-6), p. 966-995

Journal article

2016

Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation

Daisuke Furihata, Mihaly Kovacs, Stig Larsson et al

Preprint

2015

On the discretization in time of the stochastic Allen-Cahn equation

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

Preprint

2015

On the backward Euler approximation of the stochastic Allen-Cahn equation

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

Journal of Applied Probability (2), p. 323-338

Journal article

2013

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

BIT Numerical Mathematics (2), p. 497-525

Journal article

2012

On weak and strong convergence of numerical approximations of stochastic partial differential equations

Fredrik Lindgren

Doctoral thesis

2012

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

arXiv:1203.2029v1 [math.NA], p. 1-24

Preprint

2012

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

BIT (Copenhagen) (1), p. 85-108

Journal article

2011

Spatial approximation of stochastic convolutions

Mihaly Kovacs, Stig Larsson, Fredrik Lindgren

Journal of Computational and Applied Mathematics (12), p. 3554-3570

Journal article

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