On weak and strong convergence of numerical approximations of stochastic partial differential equations
Doktorsavhandling, 2012
Weak convergence
Stochastic partial differential equation
Wiener process
Additive noise
Finite element
Cahn-Hilliard-Cook equation
Error estimate
Hyperbolic equation
Truncation
Strong convergence
Rational approximation
Parabolic equation
Författare
Fredrik Lindgren
Göteborgs universitet
Chalmers, Matematiska vetenskaper, Matematik
Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
Numerical Algorithms,;Vol. 53(2010)p. 309-320
Artikel i vetenskaplig tidskrift
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes
BIT Numerical Mathematics,;Vol. 53(2013)p. 497-525
Artikel i vetenskaplig tidskrift
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
BIT (Copenhagen),;Vol. 52(2012)p. 85-108
Artikel i vetenskaplig tidskrift
Spatial approximation of stochastic convolutions
Journal of Computational and Applied Mathematics,;Vol. 235(2011)p. 3554-3570
Artikel i vetenskaplig tidskrift
Ämneskategorier
Matematik
Beräkningsmatematik
Fundament
Grundläggande vetenskaper
Infrastruktur
C3SE (Chalmers Centre for Computational Science and Engineering)
ISBN
978-91-7385-787-1
Doktorsavhandlingar vid Chalmers tekniska högskola. Ny serie: 3468
Pascal
Opponent: Professor Klaus Ritter, Fachbereich Mathematik, Technische Universität Kaiserslautern, Tyskland.