8 citations · 53 across the 24 of their papers we have counts for
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math.NA2010★ 4 cited
Stochastic Exponential Integrators for a Finite Element Discretization of SPDEs
Gabriel J. Lord, Antoine Tambue
We consider the numerical approximation of general semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space-time noise. In contrast to the st…
math.NA2010★ 4 cited
A modified semi--implict Euler-Maruyama Scheme for finite element discretization of SPDEs with additive noise
Gabriel J Lord, Antoine Tambue
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We int…