1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.NA2021★ 1 cited
The BDF2-Maruyama Scheme for Stochastic Evolution Equations with Monotone Drift
Raphael Kruse, Rico Weiske
We study the numerical approximation of stochastic evolution equations with a monotone drift driven by an infinite-dimensional Wiener process. To discretize the equation, we combin…
math.NA2019
Application of Randomized Quadrature Formulas to the Finite Element Method for Elliptic Equations
Raphael Kruse, Nick Polydorides, Yue Wu
The implementation of the finite element method for linear elliptic equations requires to assemble the stiffness matrix and the load vector. In general, the entries of this matrix-…