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math.NA2019
Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive noise
Jean Daniel Mukam, Antoine Tambue
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized…
math.NA2019
Strong Convergence of the Linear Implicit Euler Method for the Finite Element Discretization of Semilinear non-Autonomous SPDEs Driven by Multiplicative or Additive Noise
Jean Daniel Mukam, Antoine Tambue
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise…