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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…
math.NA2019
A variational approach to the sum splitting scheme
Monika Eisenmann, Eskil Hansen
Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an e…