Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems-Reference-Cited by-同舟云学术

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Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems

Published:2021-12 Issue: Volume: Page:101634
ISSN:0885-064X
Container-title:Journal of Complexity
language:en
Short-container-title:Journal of Complexity

Author:

Chen Chuchu,Hong Jialin,Sheng Derui

Funder

National Natural Science Foundation of China

Youth Innovation Promotion Association of the Chinese Academy of Sciences

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics

Reference24 articles.

1. Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields;Biermé;Bull. Lond. Math. Soc.,2009

2. Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs;Bréhier;J. Complex.,2020

3. Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient;Bréhier;J. Math. Pures Appl. (9),2018

4. The roughness and smoothness of numerical solutions to the stochastic heat equation;Chong;Potential Anal.,2012

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