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math.NA2019
Finite element approximation of Lyapunov equations related to parabolic stochastic PDEs
Adam Andersson, Annika Lang, Andreas Petersson +1
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicat…
math.NA2019
Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
Mihály Kovács, Annika Lang, Andreas Petersson
We consider the numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise. For the spatial approximation we consider a standard…