Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure.
Aurelien Junior NoupelahAntoine TambuePublished in: Numer. Algorithms (2021)
Keyphrases
- finite element
- fractional brownian motion
- convergence rate
- long range
- non stationary
- stochastic differential equations
- fractal dimension
- finite element analysis
- boundary element
- finite element method
- mesh generation
- soft tissue
- dynamic programming
- financial markets
- random fields
- finite difference
- finite element model
- long range dependence
- texture analysis
- higher order
- image analysis
- low memory requirements