Numerical Experiments

详细信息    查看全文

• 作者：Raphael Kruse (13)
  
• 刊名：Lecture Notes in Mathematics
• 出版年：2014
• 出版时间：2014
• 年：2014
• 卷：2093
• 期：1
• 页码：155-180
• 全文大小：372KB
• 作者单位：Raphael Kruse (13)
  
  13. Department of Mathematics, Bielefeld University, Bielefeld, Germany
  
• ISSN：1617-9692

文摘

In this chapter we illustrate our theoretical findings for the spatially semidiscrete approximation through a series of numerical experiments. The details of the applied spatial discretization are developed in the first section. In particular, our experiments consider the stochastic heat equation with and without inhomogeneities in Sects. 6.2 and 6.3 Further, in Sects. 6.4 and 6.5 we are concerned with the geometric Brownian motion in infinite dimensions, again with and without inhomogeneities.