On implicit and explicit discretization schemes for parabolic SPDEs in any dimension

Abstract

We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution $u(t,x)$ to a parabolic partial differential equation in any dimension perturbed by a space-correlated Gaussian noise. The coefficients only depend on $u(t,x)$ and the influence of the correlation on the speed is observed.

References in corpus (1)

• On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation

Cited by in corpus (2)

• Predictability in Nonlinear Dynamical Systems with Model Uncertainty
• Predictability in Spatially Extended Systems with Model Uncertainty