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, 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.
