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  A Linear Implicit Euler Method for the Finite Element Discretization of a Controlled Stochastic Heat Equation

Benner, P., Stillfjord, T., & Trautwein, C. (in press). A Linear Implicit Euler Method for the Finite Element Discretization of a Controlled Stochastic Heat Equation. IMA Journal of Numerical Analysis. Retrieved from http://arxiv.org/abs/2006.05370.

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2006.05370.pdf (Preprint), 349KB
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File downloaded from arXiv at 2020-06-11 10:18
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 Creators:
Benner, Peter1, Author              
Stillfjord, Tony2, Author
Trautwein, Christoph3, Author
Affiliations:
1Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society, ou_1738141              
2Lund University, ou_persistent22              
3Friedrich Schiller University Jena, ou_persistent22              

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 Dates: 2020-06-092021
 Publication Status: Accepted / In Press
 Pages: -
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 Rev. Type: -
 Identifiers: arXiv: 2006.05370
URI: http://arxiv.org/abs/2006.05370
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Title: IMA Journal of Numerical Analysis
Source Genre: Journal
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Publ. Info: London : Academic Press
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: - Identifier: ISSN: 0272-4979