62 citations · 309 across the 13 of their papers we have counts for
14 papers
Finite Element Approximation of the Cahn-Hilliard-Cook equation
Ali Mesforush, Stig Larsson, Mihály Kovács
We study the nonlinear stochastic Cahn-Hilliard equation per- turbed by additive colored noise. We show almost sure existence and regularity of solutions. We introduce spatial appr…
A Higher Order Resolvent-positive Finite Difference Approximation for Fractional Derivatives
Boris Baeumer, Mihály Kovács, Matthew Parry
We develop a finite difference approximation of order for the -fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as th…
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
Erika Hausenblas, Mihály Kovács
We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when consi…
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…
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…
Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
David Bolin, Kristin Kirchner, Mihály Kovács
The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential oper…
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
Monika Eisenmann, Mihály Kovács, Raphael Kruse +1
In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with tim…
Boundary Conditions for Fractional Diffusion
Boris Baeumer, Mihály Kovács, Mark M. Meerschaert +1
This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical p…
Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
Daisuke Furihata, Mihály Kovács, Stig Larsson +1
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension . We discretize the equation usi…
Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
Mihály Kovács, Felix Lindner, René L. Schilling
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive Lévy noise. We first d…
Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
Boris Baeumer, Matthias Geissert, Mihaly Kovacs
We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the…
On the backward Euler approximation of the stochastic Allen-Cahn equation
Mihály Kovács, Stig Larsson, Fredrik Lindgren
We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension , and study the semidiscret…
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
Mihály Kovács, Jacques Printems
In this paper we investigate a discrete approximation in time and in space of a Hilbert space valued stochastic process satisfying a stochastic linear evolu…
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes
M. Kovács, S. Larsson, F. Lindgren
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an ab…