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 |
|
source |
|
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 |
|