A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure

被引：0
作者：
Erika Hausenblas
Iuliana Marchis
机构：
[1] University Salzburg,Department of Mathematics
[2] Babes-Bolyai University,Department of Mathematics and Computer Science
来源：
BIT Numerical Mathematics | 2006年 / 46卷
关键词：
stochastic evolution equations; stochastic partial differential equations; numerical approximation; time discretization; space discretization;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The paper deals with SPDEs driven by Poisson random measures in Banach spaces and its numerical approximation. We investigate the accuracy of space and time approximation. As the space approximation we consider spectral methods and as time approximation the implicit Euler scheme and the explicit Euler scheme.
引用
收藏
相关论文
共 50 条
[11]   Numerical Approximation of Stochastic Theta Method for Random Periodic Solution of Stochastic Differential Equations [J].
Rong WEI ;
Chuanzhong CHEN .
ActaMathematicaeApplicataeSinica, 2020, 36 (03) :689-701
[12]   Numerical Approximation of Stochastic Theta Method for Random Periodic Solution of Stochastic Differential Equations [J].
Rong Wei ;
Chuan-zhong Chen .
Acta Mathematicae Applicatae Sinica, English Series, 2020, 36 :689-701
[13]   On smooth approximation for random attractor of stochastic partial differential equations with multiplicative noise [J].
Fu, Hongbo ;
Liu, Xianming ;
Liu, Jicheng ;
Wang, Xiangjun .
STOCHASTICS AND DYNAMICS, 2018, 18 (05)
[14]   Intermittence and nonlinear parabolic stochastic partial differential equations [J].
Foondun, Mohammud ;
Khoshnevisan, Davar .
ELECTRONIC JOURNAL OF PROBABILITY, 2009, 14 :548-568
[15]   Covariance structure of parabolic stochastic partial differential equations [J].
Lang A. ;
Larsson S. ;
Schwab C. .
Stochastic Partial Differential Equations: Analysis and Computations, 2013, 1 (2) ::351-364
[16]   On the discretization in time of parabolic stochastic partial differential equations [J].
Printems, J .
ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE, 2001, 35 (06) :1055-1078
[17]   Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure [J].
Hausenblas, E .
ELECTRONIC JOURNAL OF PROBABILITY, 2005, 10 :1496-1546
[18]   On approximation for fractional stochastic partial differential equations on the sphere [J].
Anh, Vo V. ;
Broadbridge, Philip ;
Olenko, Andriy ;
Wang, Yu Guang .
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2018, 32 (09) :2585-2603
[19]   On approximation for fractional stochastic partial differential equations on the sphere [J].
Vo V. Anh ;
Philip Broadbridge ;
Andriy Olenko ;
Yu Guang Wang .
Stochastic Environmental Research and Risk Assessment, 2018, 32 :2585-2603
[20]   Random attractors for a class of stochastic partial differential equations driven by general additive noise [J].
Gess, Benjamin ;
Liu, Wei ;
Roeckner, Michael .
JOURNAL OF DIFFERENTIAL EQUATIONS, 2011, 251 (4-5) :1225-1253
12345