Lord, Gabriel J.; Powell, Catherine E.; Shardlow, Tony An introduction to computational stochastic PDEs. (English) Zbl 1327.60011 Cambridge Texts in Applied Mathematics. Cambridge: Cambridge University Press (ISBN 978-0-521-72852-2/pbk; 978-0-521-89990-1/hbk; 978-1-139-01732-9/ebook). xi, 503 p. (2014). Reviewer: Melvin D. Lax (Long Beach) MSC: 60-01 60-04 60Hxx 60G10 65C30 65N30 65N35 65-02 PDFBibTeX XMLCite \textit{G. J. Lord} et al., An introduction to computational stochastic PDEs. Cambridge: Cambridge University Press (2014; Zbl 1327.60011) Full Text: DOI
Kloeden, P. E.; Lord, G. J.; Neuenkirch, A.; Shardlow, T. The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. (English) Zbl 1208.65017 J. Comput. Appl. Math. 235, No. 5, 1245-1260 (2011). Reviewer: Georgiy Shevchenko (Kiev) MSC: 65C30 60H15 65M12 65M15 65M60 60H35 35R60 PDFBibTeX XMLCite \textit{P. E. Kloeden} et al., J. Comput. Appl. Math. 235, No. 5, 1245--1260 (2011; Zbl 1208.65017) Full Text: DOI
Lord, Gabriel J.; Shardlow, Tony Postprocessing for stochastic parabolic partial differential equations. (English) Zbl 1140.60036 SIAM J. Numer. Anal. 45, No. 2, 870-889 (2007). MSC: 60H15 65M12 65M15 65M60 PDFBibTeX XMLCite \textit{G. J. Lord} and \textit{T. Shardlow}, SIAM J. Numer. Anal. 45, No. 2, 870--889 (2007; Zbl 1140.60036) Full Text: DOI