Adaptive Concepts for Stochastic Partial Differential Equations
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DOI: 10.1007/s10915-019-00944-z
Abstract: An adaptive time stepping method to numerically provide approximate weak approximations of solutions of general SPDEs is proposed, where local step sizes are chosen in regard of the distance between empirical laws of subsequent time… read more here.
Keywords: concepts stochastic; stochastic partial; time; partial differential ... See more keywords