Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
Journal article, 2010
Finite element - Semilinear parabolic equation - Wiener process - Error estimate - Stochastic partial differential equation - Truncation
Author
Mihaly Kovacs
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Stig Larsson
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Fredrik Lindgren
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematics
Numerical Algorithms
1017-1398 (ISSN) 15729265 (eISSN)
Vol. 53 2-3 309-320Subject Categories
Computational Mathematics
DOI
10.1007/s11075-009-9281-4