89 citations · 251 across the 12 of their papers we have counts for
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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…
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
Adam Andersson, Raphael Kruse
In this paper the numerical approximation of stochastic differential equations satisfying a global monotonicity condition is studied. The strong rate of convergence with respect to…
Weak error analysis for semilinear stochastic Volterra equations with additive noise
Adam Andersson, Mihály Kovács, Stig Larsson
We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian nois…
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Adam Andersson, Stig Larsson
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is…