Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise

Monte Carlo and Quasi-Monte Carlo Methods 2006

Volumn , Issue , 2008, Pages 577-589

  Müller Gronbach, Thomas ^a   Ritter, Klaus ^b   Wagner, Tim ^b  

^a UNIVERSITY OF HAGEN   (Germany)

^b DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVES; HEAT TRANSFER; NON NEWTONIAN FLOW; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS; WHITE NOISE;

MILD SOLUTION; ORDER OF CONVERGENCE; POINTWISE APPROXIMATION; SPACE-TIME WHITE NOISE; SPATIAL DOMAINS; STOCHASTIC HEAT EQUATIONS; TIME DISCRETIZATION; WIENER PROCESS;

MONTE CARLO METHODS;

EID: 56549110155     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-540-74496-2_34     Document Type: Conference Paper

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