| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527627 | Stochastic Processes and their Applications | 2005 | 34 Pages |
Abstract
We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution u(t,x) to a parabolic partial differential equation in any dimension perturbed by a space-correlated Gaussian noise. The coefficients only depend on u(t,x) and the influence of the correlation on the speed is observed.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Annie Millet, Pierre-Luc Morien,