62 citations · 62 across the 4 of their papers we have counts for
9 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…