A fully discrete approximation of the one-dimensional stochastic heat equation
Journal article, 2020
finite difference scheme
Lq(ω)-convergence
multiplicative noise
stochastic heat equation
stochastic exponential integrator
Author
Rikard Anton
Umeå University
David Cohen
Umeå University
Lluís Quer-Sardanyons
Universitat Autonoma de Barcelona (UAB)
Published in
IMA Journal of Numerical Analysis
0272-4979 (ISSN) 1464-3642 (eISSN)
Vol. 40 Issue 1 p. 247-284Categorizing
Subject Categories (SSIF 2011)
Mathematics
Computational Mathematics
Identifiers
DOI
10.1093/imanum/dry060