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

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Benner,  Peter
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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2006.05370.pdf
(Preprint), 349KB

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Citation

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.


Cite as: http://hdl.handle.net/21.11116/0000-0006-9A56-C
Abstract
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