Abstract
The paper is concerned with some approximate solutions for random partial differential equations of parabolic type via discretization in time or by an eigenfunction expansion. In contrast with L p-convergence, it is shown that, under suitable conditions, the approximate solutions converge almost surely to the strong solution of a parabolic Itô equation.
The work of the first author was supported by NSF grant # DMS-87–02236.
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Chow, PL., Jiang, JL. (1991). Almost Sure Convergence of Some Approximate Solutions for Random Parabolic Equations. In: Hornung, U., Kotelenez, P., Papanicolaou, G. (eds) Random Partial Differential Equations. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série Internationale d’Analyse Numérique, vol 102. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6413-8_3
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DOI: https://doi.org/10.1007/978-3-0348-6413-8_3
Publisher Name: Birkhäuser, Basel
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