Spatial approximation of stochastic convolutions
Journal article, 2011
Error estimate
Finite element
Wiener process
Wavelet
Stochastic heat equation
Stochastic wave equation
Additive noise
Author
Mihaly Kovacs
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Stig Larsson
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Fredrik Lindgren
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Journal of Computational and Applied Mathematics
0377-0427 (ISSN)
Vol. 235 12 3554-3570Subject Categories
Computational Mathematics
Roots
Basic sciences
DOI
10.1016/j.cam.2011.02.010