The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution Equations

The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution... Under a one-sided dissipative Lipschitz condition on its drift, a stochastic evolution equation with additive noise of the reaction-diffusion type is shown to have a unique stochastic stationary solution which pathwise attracts all other solutions. A similar situation holds for each Galerkin approximation and each implicit Euler scheme applied to these Galerkin approximations. Moreover, the stationary solution of the Euler scheme converges pathwise to that of the Galerkin system as the stepsize tends to zero and the stationary solutions of the Galerkin systems converge pathwise to that of the evolution equation as the dimension increases. The analysis is carried out on random partial and ordinary differential equations obtained from their stochastic counterparts by subtraction of appropriate Ornstein-Uhlenbeck stationary solutions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution Equations

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Publisher
Springer-Verlag
Copyright
Copyright © 2006 by Springer
Subject
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-006-0876-z
Publisher site
See Article on Publisher Site

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