Benner, Peter Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;
2006.05370.pdf (Preprint), 349KB
benner_3237227.pdf (Publisher version), 750KB
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.