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

Benner, Peter; Stillfjord, Tony; Trautwein, Christoph

doi:10.1093/imanum/drab033

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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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Benner, P., Stillfjord, T., & Trautwein, C. (2022). A Linear Implicit Euler Method for the Finite Element Discretization of a Controlled Stochastic Heat Equation. IMA Journal of Numerical Analysis, 42(3), 2118 -2150. doi:10.1093/imanum/drab033.

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

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