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"A modified semi-implicit Euler-Maruyama scheme for finite element ..."

Gabriel J. Lord, Antoine Tambue (2018)

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DOI: 10.1016/J.AMC.2018.03.014

access: closed

type: Journal Article

metadata version: 2020-02-21

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Gabriel J. Lord, Antoine Tambue:
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise. Appl. Math. Comput. 332: 105-122 (2018)

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