Approximation of SPDE covariance operators by finite elements: a semigroup approach
Journal article, 2023
stochastic wave equations
covariance operators
finite element method
integral equations
stochastic advection-diffusion equations
stochastic partial differential equations
Author
Mihaly Kovacs
Chalmers, Mathematical Sciences
Budapest University of Technology and Economics
Pázmány Péter Catholic University
University of Gothenburg
Annika Lang
University of Gothenburg
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Andreas Petersson
University of Oslo
IMA Journal of Numerical Analysis
0272-4979 (ISSN) 1464-3642 (eISSN)
Vol. 43 3 1324-1357Approximation and simulation of Lévy-driven SPDE
Swedish Research Council (VR) (2014-3995), 2015-01-01 -- 2018-12-31.
Nonlocal deterministic and stochastic differential equations: analysis and numerics
Swedish Research Council (VR) (2017-04274), 2019-01-01 -- 2021-12-31.
Efficient approximation methods for random fields on manifolds
Swedish Research Council (VR) (2020-04170), 2021-01-01 -- 2024-12-31.
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Mathematical Analysis
DOI
10.1093/imanum/drac020