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- Kovacs, Mihaly, 1977, et al.
(författare)
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Erratum: Finite element approximation of the Cahn-Hilliard-Cook equation
- 2014
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Ingår i: SIAM Journal on Numerical Analysis. - : Society for Industrial & Applied Mathematics (SIAM). - 0036-1429 .- 1095-7170. ; 52:5
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Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)abstract
- We prove an additional result on the linearized Cahn-Hilliard-Cook equation to fill a gap in the main argument in our paper that was published in SIAM J. Numer. Anal., 49 (2011), pp. 2407-2429. The result is a pathwise error estimate, which is proved by an application of the factorization argument for stochastic convolutions.
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2. |
- Kovacs, Mihaly, 1977, et al.
(författare)
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Introduction to stochastic partial differential equations
- 2008
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Ingår i: Publications of the ICMCS. ; 4, s. 159-232
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Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)abstract
- We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of It\^o type. This is then used together with semigroup theory to obtain existence and uniqueness of weak solutions of linear and semilinear stochastic evolution problems in Hilbert space. Finally, this abstract theory is applied to the linear heat and wave equations driven by additive noise.
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3. |
- Kovacs, Mihaly, 1977, et al.
(författare)
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On the discretization in time of the stochastic Allen-Cahn equation
- 2015
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Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)abstract
- We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension d≤3, and study the semidiscretisation in time of the equation by an Euler type split step method. We show that the method converges strongly with a rate O(Δt^γ) for any γ
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