Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics
Reference34 articles.
1. Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE;Andersson;Stoch. Partial Differ. Equ. Anal. Comput.,2016
2. Weak convergence for a spatial approximation of the nonlinear stochastic heat equation;Andersson;Math. Comp.,2016
3. The law of the Euler scheme for stochastic differential equations. I. Convergence rate of the distribution function;Bally;Probab. Theory Related Fields,1996
4. The law of the Euler scheme for stochastic differential equations. II. Convergence rate of the density;Bally;Monte Carlo Methods Appl.,1996
5. Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise;Bréhier;Potential Anal.,2014
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Total Variation Error Bounds for the Accelerated Exponential Euler Scheme Approximation of Parabolic Semilinear SPDEs;SIAM Journal on Numerical Analysis;2024-05-15
2. Total Variation Error Bounds for the Approximation of the Invariant Distribution of Parabolic Semilinear SPDEs Using the Standard Euler Scheme;Potential Analysis;2024-03-19
3. Analysis of a Modified Regularity-Preserving Euler Scheme for Parabolic Semilinear SPDEs: Total Variation Error Bounds for the Numerical Approximation of the Invariant Distribution;Foundations of Computational Mathematics;2024-02-08
4. Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density;IMA Journal of Numerical Analysis;2022-04-19
5. Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme;ESAIM: Mathematical Modelling and Numerical Analysis;2022-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3