Linear-implicit strong schemes for itô-galkerin approximations of stochastic PDES

Journal of Applied Mathematics and Stochastic Analysis

Volumn 14, Issue 1, 2001, Pages 47-53

  Kloeden, P E ^a   Shott, S ^b  

^a GOETHE UNIVERSITY   (Germany)

^b UNIVERSITY OF TASMANIA   (Australia)

Author keywords

Galerkin Approximation; Linear Implicit Scheme; Parabolic SPDE; Strong Taylor Scheme

Indexed keywords

EID: 0012150629     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S1048953301000053     Document Type: Article

References (7)

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