142 citations · 370 across the 21 of their papers we have counts for
3 papers · 1 filter
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…
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…
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Chuchu Chen, David Cohen, Raffaele D'Ambrosio +1
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the…