39 citations · 66 across the 18 of their papers we have counts for
5 papers · 1 filter
Strong Rates of Convergence for Space-Time Discretization of the Backward Stochastic Heat Equation, and of a Linear-Quadratic Control Problem for the Stochastic Heat Equation
Andreas Prohl, Yanqing Wang
We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation…
Strong Error Estimates for a Space-Time Discretization of the Linear-Quadratic Control Problem with the Stochastic Heat Equation with Linear Noise
Andreas Prohl, Yanqing Wang
We propose a time-implicit, finite-element based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control…
Optimally Convergent Mixed Finite Element Methods for the Stochastic Stokes Equations
Xiaobing Feng, Andreas Prohl, Liet Vo
We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving…
Numerical Analysis for Nematic Electrolytes
Ľubomír Baňas, Robert Lasarzik, Andreas Prohl
We consider a system of nonlinear PDEs modeling nematic electrolytes, and construct a dissipative solution with the help of its implementable, structure-inheriting space-time discr…
Numerical Approximation of Nonlinear SPDE's
Martin Ondrejat, Andreas Prohl, Noel Walkington
The numerical analysis of stochastic parabolic partial differential equations of the form is surveyed, where is a partial operator and a…