The exponential integrator scheme for st
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P.E. Kloeden; G.J. Lord; A. Neuenkirch; T. Shardlow
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Article
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2011
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Elsevier Science
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English
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We present an error analysis for the pathwise approximation of a general semilinear stochastic evolution equation in d dimensions. We discretise in space by a Galerkin method and in time by using a stochastic exponential integrator. We show that for spatially regular (smooth) noise the number of nod