Prohl, Andreas
- Numerical Approximation of Nonlinear SPDE's
2020/03/12 by Ondrejat, Martin, Prohl, Andreas, Walkington, Noel · 4 citations
#FOS: Mathematics #Numerical Analysis (math.NA)
- Error analysis for 2D stochastic Navier--Stokes equations in bounded domains with Dirichlet data
2021/09/14 by Dominic Breit, Andreas Prohl, Breit, Dominic +1 · 3 citations
Computer Science · Decision Sciences · Engineering · #Advanced Mathematical Modeling in Engineering #Probabilistic and Robust Engineering Design #Advanced Numerical Methods in Computational Mathematics
- Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise
2022/05/15 by Xiaobing Feng, Akash Ashirbad Panda, Feng, Xiaobing +3 · 3 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications
- Strong Rates of Convergence for Space-Time Discretization of the Backward Stochastic Heat Equation, and of a Linear-Quadratic Control Problem for the Stochastic Heat Equation
2020/12/18 by Prohl, Andreas, Wang, Yanqing · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- Mean Square Temporal error estimates for the 2D stochastic Navier-Stokes equations with transport noise
2023/05/18 by Dominic Breit, Thamsanqa Castern Moyo, Breit, Dominic +4 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications
- Optimally Convergent Mixed Finite Element Methods for the Stochastic Stokes Equations
2020/05/06 by Feng, Xiaobing, Prohl, Andreas, Vo, Liet · 3 citations
#65N12 #65N15 #65N30 #FOS: Mathematics #Numerical Analysis (math.NA)
- Weak error analysis for the stochastic Allen-Cahn equation
2022/10/05 by Dominic Breit, Breit, Dominic, Andreas Prohl +1 · 1 citation
Computer Science · Materials Science · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Solidification and crystal growth phenomena
- Numerical Methods for Optimal Control Problems with SPDEs
2024/11/18 by Prohl, Andreas, Wang, Yanqing · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)