Numerical approximation of stochastic evolution equations : convergence in scale of Hilbert spaces

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Authors

Bessaih, Hakima
Hausenblas, Erika
Randrianasolo, Tsiry Avisoa
Razafimandimby, Paul Andre

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Elsevier

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Convergence in probability, Fully implicit scheme, Nonlinear equations, Semi-implicit scheme, Sabra shell models, Nonlinear heat equation, Galerkin approximations, Vector spaces, Stochastic systems, Stochastic models, Probability, Partial differential equations, Oil field development, Hilbert spaces, Heat transfer, Galerkin methods

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Citation

Bessaih, H., Hausenblas, E., Randrianasolo, T.A. et al. 2018, 'Numerical approximation of stochastic evolution equations : convergence in scale of Hilbert spaces', Journal of Computational and Applied Mathematics, vol. 343, pp. 250-274.