Numerical Approximation of Parabolic Stochastic Partial Differential Equations

2022/01/26 by Hausenblas, Erika
#Numerical Approximation #Stochastic Partial Differential Equations #Stochastic evolution Equations #implicit Euler scheme

paper · doi:10.4230/dagsemproc.04401.8

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.

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