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<titleInfo><title>Localization errors in solving stochastic partial differential equations in the whole space</title></titleInfo>


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<name type="personal">
  <namePart type="given">Mate</namePart>
  <namePart type="family">Gerencser</namePart>
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  <namePart type="given">István</namePart>
  <namePart type="family">Gyöngy</namePart>
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<abstract lang="eng">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.</abstract>

<originInfo><publisher>American Mathematical Society</publisher><dateIssued encoding="w3cdtf">2017</dateIssued>
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<relatedItem type="host"><titleInfo><title>Mathematics of Computation</title></titleInfo>
  <identifier type="issn">0025-5718</identifier>
  <identifier type="arXiv">1508.05535</identifier>
  <identifier type="ISI">000400929100013</identifier><identifier type="doi">10.1090/mcom/3201</identifier>
<part><detail type="volume"><number>86</number></detail><detail type="issue"><number>307</number></detail><extent unit="pages">2373 - 2397</extent>
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<mla>Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic Partial Differential Equations in the Whole Space.” &lt;i&gt;Mathematics of Computation&lt;/i&gt;, vol. 86, no. 307, American Mathematical Society, 2017, pp. 2373–97, doi:&lt;a href=&quot;https://doi.org/10.1090/mcom/3201&quot;&gt;10.1090/mcom/3201&lt;/a&gt;.</mla>
<ama>Gerencser M, Gyöngy I. Localization errors in solving stochastic partial differential equations in the whole space. &lt;i&gt;Mathematics of Computation&lt;/i&gt;. 2017;86(307):2373-2397. doi:&lt;a href=&quot;https://doi.org/10.1090/mcom/3201&quot;&gt;10.1090/mcom/3201&lt;/a&gt;</ama>
<chicago>Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic Partial Differential Equations in the Whole Space.” &lt;i&gt;Mathematics of Computation&lt;/i&gt;. American Mathematical Society, 2017. &lt;a href=&quot;https://doi.org/10.1090/mcom/3201&quot;&gt;https://doi.org/10.1090/mcom/3201&lt;/a&gt;.</chicago>
<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.</ista>
<ieee>M. Gerencser and I. Gyöngy, “Localization errors in solving stochastic partial differential equations in the whole space,” &lt;i&gt;Mathematics of Computation&lt;/i&gt;, vol. 86, no. 307. American Mathematical Society, pp. 2373–2397, 2017.</ieee>
<apa>Gerencser, M., &amp;#38; Gyöngy, I. (2017). Localization errors in solving stochastic partial differential equations in the whole space. &lt;i&gt;Mathematics of Computation&lt;/i&gt;. American Mathematical Society. &lt;a href=&quot;https://doi.org/10.1090/mcom/3201&quot;&gt;https://doi.org/10.1090/mcom/3201&lt;/a&gt;</apa>
<short>M. Gerencser, I. Gyöngy, Mathematics of Computation 86 (2017) 2373–2397.</short>
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