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A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations
Semigroup Point Splitting Schemes Differential Equations
2010/11/18
We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon w...
Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
Spatial Besov Regularity Partial Differential Equations Lipschitz Domains
2010/11/15
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential ...
Preconditioners based on Windowed Fourier Frames Applied to Elliptic Partial Differential Equations
Windowed Fourier frame symbol elliptic PDE preconditioner
2010/12/3
We investigate the application of windowed Fourier frames (WFFs) to the numerical solution of partial di erential equations, focussing on elliptic equations. The action of a partial di erential operat...