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Original Articles

Numerical methods for stochastic parabolic PDEs

Pages 121-145
Published online: 15 May 2007
 

We develop a convergence theory for finite difference approximations of reaction diffusion equations forced by an additive space–time white noise. Special care is taken to develop the estimates in terms of non-smooth initial data and over a long time interval, motivated by an abstract approximation theory of ergodic properties developed by Shardlow& Stuart.

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