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
โฆ LIBER โฆ
Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation
โ Scribed by Sebastian Geiger; Gabriel Lord; Antoine Tambue
- Book ID
- 113063837
- Publisher
- Springer
- Year
- 2012
- Tongue
- English
- Weight
- 649 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1420-0597
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We continue the study of the one-dimensional model for the vorticity equation considered in [4]. The partial differential equation u,, + uuXy = u,uy + vuyrr is deduced, which appears as a generalization of the Burgers' equation, with possibly some connection also to the K dV equation. Some propertie