17 citations · 80 across the 17 of their papers we have counts for
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Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations
Martin Hutzenthaler, Arnulf Jentzen, Felix Lindner +1
The main result of this article establishes strong convergence rates on the whole probability space for explicit space-time discrete numerical approximations for a class of stochas…
Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
Arnulf Jentzen, Felix Lindner, Primož Pušnik
In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combina…
Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities
Matteo Beccari, Martin Hutzenthaler, Arnulf Jentzen +3
The explicit Euler scheme and similar explicit approximation schemes (such as the Milstein scheme) are known to diverge strongly and numerically weakly in the case of one-dimension…
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
Sonja Cox, Arnulf Jentzen, Felix Lindner
In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson mod…