License: Creative Commons Attribution 4.0 International license (CC BY 4.0)
When quoting this document, please refer to the following
DOI: 10.4230/DagSemProc.04401.8
URN: urn:nbn:de:0030-drops-1417
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2005/141/
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Hausenblas, Erika

Numerical Approximation of Parabolic Stochastic Partial Differential Equations

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04401.HausenblasErika.ExtAbstract.141.pdf (0.06 MB)

Abstract

The topic of the talk were the time approximation
of quasi linear stochastic partial differential
equations of parabolic type. The framework were
in the setting of stochastic evolution equations.
An error bounds for the implicit Euler scheme was
given and the stability of the scheme were considered.

BibTeX - Entry

@InProceedings{hausenblas:DagSemProc.04401.8,
  author =	{Hausenblas, Erika},
  title =	{{Numerical Approximation of Parabolic Stochastic Partial Differential Equations}},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  pages =	{1--2},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2005},
  volume =	{4401},
  editor =	{Thomas M\"{u}ller-Gronbach and Erich Novak and Knut Petras and Joseph F. Traub},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/opus/volltexte/2005/141},
  URN =		{urn:nbn:de:0030-drops-1417},
  doi =		{10.4230/DagSemProc.04401.8},
  annote =	{Keywords: Stochastic Partial Differential Equations , Stochastic evolution Equations , Numerical Approximation , implicit Euler scheme}
}

Keywords: Stochastic Partial Differential Equations , Stochastic evolution Equations , Numerical Approximation , implicit Euler scheme
Collection: 04401 - Algorithms and Complexity for Continuous Problems
Issue Date: 2005
Date of publication: 19.04.2005

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