Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

• Κύριος συγγραφέας: Kruse, Raphael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Σειρά: Lecture Notes in Mathematics, 2093
• Θέματα: Mathematics.; Partial differential equations.; Numerical analysis.; Probabilities.; Numerical Analysis.; Probability Theory and Stochastic Processes.; Partial Differential Equations.

In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a...

Πίνακας περιεχομένων:

• Introduction
• Stochastic Evolution Equations in Hilbert Spaces
• Optimal Strong Error Estimates for Galerkin Finite Element Methods
• A Short Review of the Malliavin Calculus in Hilbert Spaces
• A Malliavin Calculus Approach to Weak Convergence
• Numerical Experiments
• Some Useful Variations of Gronwall’s Lemma
• Results on Semigroups and their Infinitesimal Generators
• A Generalized Version of Lebesgue’s Theorem
• References
• Index.