Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a...
Call Number: | Libro Electrónico |
---|---|
Main Author: | Kruse, Raphael (Author) |
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
|
Edition: | 1st ed. 2014. |
Series: | Lecture Notes in Mathematics,
2093 |
Subjects: | |
Online Access: | Texto Completo |
Similar Items
-
Stochastic Numerics for the Boltzmann Equation
by: Rjasanow, Sergej, et al.
Published: (2005) -
Numerical Approximation of Partial Differential Equations
by: Bartels, Sören
Published: (2016) -
Perturbation Methods and Semilinear Elliptic Problems on R^n
by: Ambrosetti, Antonio, et al.
Published: (2006) -
Numerical Solutions of Partial Differential Equations
by: Bertoluzza, Silvia, et al.
Published: (2009) -
Monte Carlo and Quasi-Monte Carlo Methods 2006
Published: (2008)