TY - JOUR
AB - 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.
AU - Gerencser, Mate
AU - Gyöngy, István
ID - 642
IS - 307
JF - Mathematics of Computation
SN - 00255718
TI - Localization errors in solving stochastic partial differential equations in the whole space
VL - 86
ER -