activity
20102026
most citedOptimal Error Estimates of Galerkin Finite Element Methods for Stochastic Partial Differential Equations with Multiplicative Noise

116 citations · 562 across the 17 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

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-…

math.NA2019★ 1 cited

Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations

Monika Eisenmann, Mihály Kovács, Raphael Kruse +1

In this paper, we derive error estimates of the backward Euler-Maruyama method applied to multi-valued stochastic differential equations. An important example of such an equation i…