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math.NA2017★ 26 cited
Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations
Arnulf Jentzen, Diyora Salimova, Timo Welti
In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPD…
math.PR2017
Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations
Ladislas Jacobe de Naurois, Arnulf Jentzen, Timo Welti
Although for a number of semilinear stochastic wave equations existence and uniqueness results for corresponding solution processes are known from the literature, these solution pr…