---
_id: '642'
abstract:
- lang: eng
text: Cauchy problems with SPDEs on the whole space are localized to Cauchy problems
on a ball of radius R. This localization reduces various kinds of spatial approximation
schemes to finite dimensional problems. The error is shown to be exponentially
small. As an application, a numerical scheme is presented which combines the localization
and the space and time discretization, and thus is fully implementable.
author:
- first_name: Mate
full_name: Gerencser, Mate
id: 44ECEDF2-F248-11E8-B48F-1D18A9856A87
last_name: Gerencser
- first_name: István
full_name: Gyöngy, István
last_name: Gyöngy
citation:
ama: Gerencser M, Gyöngy I. Localization errors in solving stochastic partial differential
equations in the whole space. Mathematics of Computation. 2017;86(307):2373-2397.
doi:10.1090/mcom/3201
apa: Gerencser, M., & Gyöngy, I. (2017). Localization errors in solving stochastic
partial differential equations in the whole space. Mathematics of Computation.
American Mathematical Society. https://doi.org/10.1090/mcom/3201
chicago: Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic
Partial Differential Equations in the Whole Space.” Mathematics of Computation.
American Mathematical Society, 2017. https://doi.org/10.1090/mcom/3201.
ieee: M. Gerencser and I. Gyöngy, “Localization errors in solving stochastic partial
differential equations in the whole space,” Mathematics of Computation,
vol. 86, no. 307. American Mathematical Society, pp. 2373–2397, 2017.
ista: Gerencser M, Gyöngy I. 2017. Localization errors in solving stochastic partial
differential equations in the whole space. Mathematics of Computation. 86(307),
2373–2397.
mla: Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic
Partial Differential Equations in the Whole Space.” Mathematics of Computation,
vol. 86, no. 307, American Mathematical Society, 2017, pp. 2373–97, doi:10.1090/mcom/3201.
short: M. Gerencser, I. Gyöngy, Mathematics of Computation 86 (2017) 2373–2397.
date_created: 2018-12-11T11:47:40Z
date_published: 2017-01-01T00:00:00Z
date_updated: 2021-01-12T08:07:26Z
day: '01'
department:
- _id: JaMa
doi: 10.1090/mcom/3201
intvolume: ' 86'
issue: '307'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://arxiv.org/abs/1508.05535
month: '01'
oa: 1
oa_version: Submitted Version
page: 2373 - 2397
publication: Mathematics of Computation
publication_identifier:
issn:
- '00255718'
publication_status: published
publisher: American Mathematical Society
publist_id: '7144'
quality_controlled: '1'
scopus_import: 1
status: public
title: Localization errors in solving stochastic partial differential equations in
the whole space
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 86
year: '2017'
...