Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

13

DAGSTUHL
2004

favoriteEmaildiscussreport

131views Software Engineering» more DAGSTUHL 2004»

Numerical Approximation of Parabolic Stochastic Partial Differential Equations

13 years 5 months ago

Numerical Approximation of Parabolic Stochastic Partial Differential Equations

Download drops.dagstuhl.de

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.

Erika Hausenblas

Real-time Traffic

DAGSTUHL 2004 | DAGSTUHL 2007 | Implicit Euler Scheme | Parabolic Type | Stochastic Evolution Equations |

claim paper

Related Content

» Numerical algorithms for semilinear parabolic equations with small parameter based on appr...

» Numerical solution of a nonclassical parabolic problem An integrodifferential approach

» Sensitivity analysis and computational uncertainty with applications to control of nonline...

» A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random In...

» A stochastic particle numerical method for 3D Boltzmann equations without cutoff

» Lattice Boltzmann based PDE solver on the GPU

» Dynamical lowrank approximation applications and numerical experiments

» Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints

» Solving BSDE with Adaptive Control Variate

Post Info
More Details (n/a)

Added	30 Oct 2010
Updated	30 Oct 2010
Type	Conference
Year	2004
Where	DAGSTUHL
Authors	Erika Hausenblas

Comments (0)