Strong and weak approximation of semilinear stochastic evolution equations:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cham [u.a.]
Springer
2014
|
Schriftenreihe: | Lecture notes in mathematics
2093 |
Schlagworte: | |
Online-Zugang: | Volltext Inhaltsverzeichnis Abstract |
Beschreibung: | Literaturverz. S. 171 - 174 |
Beschreibung: | 1 Online-Ressource (XIV, 177 S.) graph. Darst. |
ISBN: | 9783319022314 |
DOI: | 10.1007/978-3-319-02231-4 |
Internformat
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Datensatz im Suchindex
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adam_text | STRONG AND WEAK APPROXIMATION OF SEMILINEAR STOCHASTIC EVOLUTION
EQUATIONS
/ KRUSE, RAPHAEL
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES
OPTIMAL STRONG ERROR ESTIMATES FOR GALERKIN FINITE ELEMENT METHODS
A SHORT REVIEW OF THE MALLIAVIN CALCULUS IN HILBERT SPACES
A MALLIAVIN CALCULUS APPROACH TO WEAK CONVERGENCE
NUMERICAL EXPERIMENTS
SOME USEFUL VARIATIONS OF GRONWALL’S LEMMA
RESULTS ON SEMIGROUPS AND THEIR INFINITESIMAL GENERATORS
A GENERALIZED VERSION OF LEBESGUE’S THEOREM
REFERENCES
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
STRONG AND WEAK APPROXIMATION OF SEMILINEAR STOCHASTIC EVOLUTION
EQUATIONS
/ KRUSE, RAPHAEL
: 2014
ABSTRACT / INHALTSTEXT
IN THIS BOOK WE ANALYZE THE ERROR CAUSED BY NUMERICAL SCHEMES FOR THE
APPROXIMATION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATIONS (SEEQ) IN A
HILBERT SPACE-VALUED SETTING. THE NUMERICAL SCHEMES CONSIDERED COMBINE
GALERKIN FINITE ELEMENT METHODS WITH EULER-TYPE TEMPORAL APPROXIMATIONS.
STARTING FROM A PRECISE ANALYSIS OF THE SPATIO-TEMPORAL REGULARITY OF
THE MILD SOLUTION TO THE SEEQ, WE DERIVE AND PROVE OPTIMAL ERROR
ESTIMATES OF THE STRONG ERROR OF CONVERGENCE IN THE FIRST PART OF THE
BOOK. THE SECOND PART DEALS WITH A NEW APPROACH TO THE SO-CALLED WEAK
ERROR OF CONVERGENCE, WHICH MEASURES THE DISTANCE BETWEEN THE LAW OF THE
NUMERICAL SOLUTION AND THE LAW OF THE EXACT SOLUTION. THIS APPROACH IS
BASED ON BISMUT’S INTEGRATION BY PARTS FORMULA AND THE MALLIAVIN
CALCULUS FOR INFINITE DIMENSIONAL STOCHASTIC PROCESSES. THESE TECHNIQUES
ARE DEVELOPED AND EXPLAINED IN A SEPARATE CHAPTER, BEFORE THE WEAK
CONVERGENCE IS PROVEN FOR LINEAR SEEQ
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
author | Kruse, Raphael 1983- |
author_GND | (DE-588)102879407X |
author_facet | Kruse, Raphael 1983- |
author_role | aut |
author_sort | Kruse, Raphael 1983- |
author_variant | r k rk |
building | Verbundindex |
bvnumber | BV041556920 |
classification_rvk | SI 850 |
classification_tum | MAT 359f MAT 606f MAT 674f MAT 000 |
collection | ZDB-2-LNM ZDB-2-SMA |
ctrlnum | (OCoLC)868317985 (DE-599)BVBBV041556920 |
dewey-full | 518 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 518 - Numerical analysis |
dewey-raw | 518 |
dewey-search | 518 |
dewey-sort | 3518 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-319-02231-4 |
format | Electronic eBook |
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isbn | 9783319022314 |
language | English |
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spelling | Kruse, Raphael 1983- Verfasser (DE-588)102879407X aut Strong and weak approximation of semilinear stochastic evolution equations Raphael Kruse Cham [u.a.] Springer 2014 1 Online-Ressource (XIV, 177 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Lecture notes in mathematics 2093 Literaturverz. S. 171 - 174 Evolutionsgleichung (DE-588)4129061-6 gnd rswk-swf Approximation (DE-588)4002498-2 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf 1\p (DE-588)4113937-9 Hochschulschrift gnd-content Stochastische Differentialgleichung (DE-588)4057621-8 s Evolutionsgleichung (DE-588)4129061-6 s Approximation (DE-588)4002498-2 s DE-604 Erscheint auch als Druck-Ausgabe, Paperback 978-3-319-02230-7 Lecture notes in mathematics 2093 (DE-604)BV014303148 2093 https://doi.org/10.1007/978-3-319-02231-4 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027002523&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027002523&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Kruse, Raphael 1983- Strong and weak approximation of semilinear stochastic evolution equations Lecture notes in mathematics Evolutionsgleichung (DE-588)4129061-6 gnd Approximation (DE-588)4002498-2 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
subject_GND | (DE-588)4129061-6 (DE-588)4002498-2 (DE-588)4057621-8 (DE-588)4113937-9 |
title | Strong and weak approximation of semilinear stochastic evolution equations |
title_auth | Strong and weak approximation of semilinear stochastic evolution equations |
title_exact_search | Strong and weak approximation of semilinear stochastic evolution equations |
title_full | Strong and weak approximation of semilinear stochastic evolution equations Raphael Kruse |
title_fullStr | Strong and weak approximation of semilinear stochastic evolution equations Raphael Kruse |
title_full_unstemmed | Strong and weak approximation of semilinear stochastic evolution equations Raphael Kruse |
title_short | Strong and weak approximation of semilinear stochastic evolution equations |
title_sort | strong and weak approximation of semilinear stochastic evolution equations |
topic | Evolutionsgleichung (DE-588)4129061-6 gnd Approximation (DE-588)4002498-2 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
topic_facet | Evolutionsgleichung Approximation Stochastische Differentialgleichung Hochschulschrift |
url | https://doi.org/10.1007/978-3-319-02231-4 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027002523&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027002523&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV014303148 |
work_keys_str_mv | AT kruseraphael strongandweakapproximationofsemilinearstochasticevolutionequations |