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- W1764761745 abstract "The aim of this paper is to investigate the pathwise numerical solution of semilinear parabolic stochastic partial differential equations (SPDEs) with colored noise instead of the usual space–time white noise. We estimate the numerical solution in the L ∞ topology by a method that takes advantages of the smoothing effect of the dominant linear operator. We consider the case the covariance operator of the forcing does not necessarily commute with the linear operator of the SPDE because of the fact that the Brownian motions are not necessarily independent. We show convergence of this method, and numerical examples give insight into the reliability of the theoretical study. Copyright © 2015 John Wiley & Sons, Ltd." @default.
- W1764761745 created "2016-06-24" @default.
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- W1764761745 date "2015-10-24" @default.
- W1764761745 modified "2023-09-23" @default.
- W1764761745 title "Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients" @default.
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- W1764761745 doi "https://doi.org/10.1002/mma.3747" @default.
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