bibtype J - Journal Article
ARLID 0575952
utime 20240402214453.7
mtime 20231002235959.9
SCOPUS 85137902253
WOS 000852901100001
DOI 10.1007/s40072-022-00271-9
title (primary) (eng) Numerical approximation of nonlinear SPDE’s
specification
page_count 82 s.
media_type P
serial
ARLID cav_un_epca*0525895
ISSN 2194-0401
title Stochastics and Partial Differential Equations: Analysis and Computations
volume_id 11
volume 4 (2023)
page_num 1553-1634
keyword SPDE
keyword Weak martingale solution
keyword Fully discrete scheme
author (primary)
ARLID cav_un_auth*0260292
name1 Ondreját
name2 Martin
institution UTIA-B
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
full_dept Department of Stochastic Informatics
country CZ
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0212864
name1 Prohl
name2 A.
country DE
author
ARLID cav_un_auth*0455651
name1 Walkington
name2 N.
country US
source
url http://library.utia.cas.cz/separaty/2023/SI/ondrejat-0575952.pdf
source
url https://link.springer.com/article/10.1007/s40072-022-00271-9
cas_special
project
project_id GA19-07140S
agency GA ČR
country CZ
ARLID cav_un_auth*0385132
abstract (eng) The numerical analysis of stochastic parabolic partial differential equations is surveyed. This manuscript unifies much of the theory developed over the last decade into a cohesive framework which integrates techniques for the approximation of deterministic partial differential equations with methods for the approximation of stochastic ordinary differential equations. The manuscript is intended to be accessible to audiences versed in either of these disciplines, and examples are presented to illustrate the applicability of the theory.
result_subspec WOS
RIV BA
FORD0 10000
FORD1 10100
FORD2 10101
reportyear 2024
num_of_auth 3
inst_support RVO:67985556
permalink https://hdl.handle.net/11104/0345848
confidential S
mrcbC91 A
mrcbT16-e MATHEMATICSAPPLIED|STATISTICSPROBABILITY
mrcbT16-j 1.368
mrcbT16-D Q1
arlyear 2023
mrcbU14 85137902253 SCOPUS
mrcbU24 PUBMED
mrcbU34 000852901100001 WOS
mrcbU63 cav_un_epca*0525895 Stochastics and Partial Differential Equations: Analysis and Computations Roč. 11 č. 4 2023 1553 1634 2194-0401 2194-041X