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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
(プレプリント), 349KB

benner_3237227.pdf
(出版社版), 750KB

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引用

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.


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