{"id":"https://openalex.org/W2996989582","doi":"https://doi.org/10.1007/s11075-020-01041-1","title":"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","display_name":"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","publication_year":2020,"publication_date":"2020-12-07","ids":{"openalex":"https://openalex.org/W2996989582","doi":"https://doi.org/10.1007/s11075-020-01041-1","mag":"2996989582"},"language":"en","primary_location":{"id":"doi:10.1007/s11075-020-01041-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11075-020-01041-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11075-020-01041-1.pdf","source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s11075-020-01041-1.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5044764666","display_name":"Aurelien Junior Noupelah","orcid":null},"institutions":[{"id":"https://openalex.org/I178331978","display_name":"Universit\u00e9 de Dschang","ror":"https://ror.org/0566t4z20","country_code":"CM","type":"education","lineage":["https://openalex.org/I178331978"]}],"countries":["CM"],"is_corresponding":false,"raw_author_name":"Aurelien Junior Noupelah","raw_affiliation_strings":["Department of Mathematics and Computer Sciences, University of Dschang, P.O. BOX 67, Dschang, Cameroon","Department of Mathematics and Computer-Sciences, University of Dschang, Dschang, Cameroon"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Sciences, University of Dschang, P.O. BOX 67, Dschang, Cameroon","institution_ids":["https://openalex.org/I178331978"]},{"raw_affiliation_string":"Department of Mathematics and Computer-Sciences, University of Dschang, Dschang, Cameroon","institution_ids":["https://openalex.org/I178331978"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5046817110","display_name":"Antoine Tambue","orcid":"https://orcid.org/0000-0003-1851-1258"},"institutions":[{"id":"https://openalex.org/I157614274","display_name":"University of Cape Town","ror":"https://ror.org/03p74gp79","country_code":"ZA","type":"education","lineage":["https://openalex.org/I157614274"]},{"id":"https://openalex.org/I179863766","display_name":"Western Norway University of Applied Sciences","ror":"https://ror.org/05phns765","country_code":"NO","type":"education","lineage":["https://openalex.org/I179863766"]}],"countries":["NO","ZA"],"is_corresponding":false,"raw_author_name":"Antoine Tambue","raw_affiliation_strings":["Center for Research in Computational and Applied Mechanics (CERECAM), and Department of Mathematics and Applied Mathematics, University of Cape Town, 7701, Rondebosch, South Africa","Department of Computing Mathematics and Physics, Western Norway University of Applied Sciences, Inndalsveien 28, 5063, Bergen, Norway","Department of Computing Mathematics and Physics, Western Norway University of Applied Sciences, Bergen, Norway","Center for Research in Computational and Applied Mechanics (CERECAM), and Department of Mathematics and Applied Mathematics, University of Cape Town, Rondebosch, South Africa"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Research in Computational and Applied Mechanics (CERECAM), and Department of Mathematics and Applied Mathematics, University of Cape Town, 7701, Rondebosch, South Africa","institution_ids":["https://openalex.org/I157614274"]},{"raw_affiliation_string":"Department of Computing Mathematics and Physics, Western Norway University of Applied Sciences, Inndalsveien 28, 5063, Bergen, Norway","institution_ids":["https://openalex.org/I179863766"]},{"raw_affiliation_string":"Department of Computing Mathematics and Physics, Western Norway University of Applied Sciences, Bergen, Norway","institution_ids":["https://openalex.org/I179863766"]},{"raw_affiliation_string":"Center for Research in Computational and Applied Mechanics (CERECAM), and Department of Mathematics and Applied Mathematics, University of Cape Town, Rondebosch, South Africa","institution_ids":["https://openalex.org/I157614274"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.241,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.57259518,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"88","issue":"1","first_page":"315","last_page":"363"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9790999889373779,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7886607646942139},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.6916820406913757},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.6629652380943298},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.5170043706893921},{"id":"https://openalex.org/keywords/exponential-integrator","display_name":"Exponential integrator","score":0.5094252228736877},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5081281661987305},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.4626060426235199},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4436129033565521},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.43078893423080444},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.4269405007362366},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.41629719734191895},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.2549590468406677},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.2529093027114868},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.07499805092811584}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7886607646942139},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.6916820406913757},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.6629652380943298},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.5170043706893921},{"id":"https://openalex.org/C122700484","wikidata":"https://www.wikidata.org/wiki/Q16148845","display_name":"Exponential integrator","level":5,"score":0.5094252228736877},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5081281661987305},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4626060426235199},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4436129033565521},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.43078893423080444},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.4269405007362366},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.41629719734191895},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.2549590468406677},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.2529093027114868},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.07499805092811584},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C186219872","wikidata":"https://www.wikidata.org/wiki/Q955889","display_name":"Differential algebraic equation","level":4,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s11075-020-01041-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11075-020-01041-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11075-020-01041-1.pdf","source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1912.12751","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1912.12751","pdf_url":"https://arxiv.org/pdf/1912.12751","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:2996989582","is_oa":true,"landing_page_url":"https://arxiv.org/abs/1912.12751","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.1912.12751","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1912.12751","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s11075-020-01041-1","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11075-020-01041-1","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11075-020-01041-1.pdf","source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320317045","display_name":"H\u00f8gskulen p\u00e5 Vestlandet","ror":"https://ror.org/05phns765"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2996989582.pdf","grobid_xml":"https://content.openalex.org/works/W2996989582.grobid-xml"},"referenced_works_count":38,"referenced_works":["https://openalex.org/W588973965","https://openalex.org/W1503185336","https://openalex.org/W1527296550","https://openalex.org/W1560060148","https://openalex.org/W1573249764","https://openalex.org/W1973604362","https://openalex.org/W1976029405","https://openalex.org/W1995666097","https://openalex.org/W1995998075","https://openalex.org/W2016300469","https://openalex.org/W2018164853","https://openalex.org/W2019853444","https://openalex.org/W2021101842","https://openalex.org/W2043232439","https://openalex.org/W2061630179","https://openalex.org/W2076209196","https://openalex.org/W2105818147","https://openalex.org/W2107646218","https://openalex.org/W2122853444","https://openalex.org/W2150281008","https://openalex.org/W2282482110","https://openalex.org/W2313765429","https://openalex.org/W2346456776","https://openalex.org/W2399330746","https://openalex.org/W2438281611","https://openalex.org/W2503269651","https://openalex.org/W2575604748","https://openalex.org/W2792120143","https://openalex.org/W2912008564","https://openalex.org/W2963397245","https://openalex.org/W2963535445","https://openalex.org/W2963765545","https://openalex.org/W2963914755","https://openalex.org/W2964053149","https://openalex.org/W2964293039","https://openalex.org/W3125246470","https://openalex.org/W3171995609","https://openalex.org/W4233464123"],"related_works":["https://openalex.org/W2285605129","https://openalex.org/W3101797253","https://openalex.org/W2025586695","https://openalex.org/W2963728153","https://openalex.org/W3197436065","https://openalex.org/W2949040494","https://openalex.org/W2896023760","https://openalex.org/W2810085419","https://openalex.org/W3039438852","https://openalex.org/W2399330746","https://openalex.org/W2151860842","https://openalex.org/W2241491056","https://openalex.org/W2129825403","https://openalex.org/W3082382991","https://openalex.org/W2169285270","https://openalex.org/W2143980651","https://openalex.org/W3173809769","https://openalex.org/W2990070091","https://openalex.org/W2949765912","https://openalex.org/W3095457045"],"abstract_inverted_index":{"Abstract":[0],"In":[1,106],"this":[2],"paper,":[3],"we":[4,123],"study":[5],"the":[6,50,64,72,88,97,109,113,142,147,150,153,159,163,175,191,197],"numerical":[7,55],"approximation":[8,68],"of":[9,52,149,167,193],"a":[10,22],"general":[11],"second":[12],"order":[13,168],"semilinear":[14],"stochastic":[15],"partial":[16],"differential":[17],"equation":[18],"(SPDE)":[19],"driven":[20,132,195],"by":[21,133,196],"additive":[23],"fractional":[24],"Brownian":[25],"motion":[26],"(fBm)":[27],"with":[28,71],"Hurst":[29],"parameter":[30],"$H&gt;\\frac":[31],"{1}{2}$":[32],"<mml:math":[33,172],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mi>H</mml:mi><mml:mo>&gt;</mml:mo><mml:mfrac><mml:mrow><mml:mn>1</mml:mn></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:mfrac></mml:math>":[34],"and":[35,79,96,122,135,152,156,178],"Poisson":[36,136],"random":[37],"measure.":[38,137],"Such":[39],"equations":[40],"are":[41,101,183],"more":[42],"realistic":[43],"in":[44,63,77,84,112],"modelling":[45],"real":[46],"world":[47],"phenomena.":[48],"To":[49],"best":[51],"our":[53,115,187],"knowledge,":[54],"schemes":[56],"for":[57,103,130,174,190],"such":[58],"SPDE":[59,131,194],"have":[60,124],"been":[61],"lacked":[62],"scientific":[65],"literature.":[66],"The":[67,138],"is":[69,118],"done":[70],"standard":[73],"finite":[74],"element":[75],"method":[76],"space":[78],"three":[80],"Euler-type":[81],"timestepping":[82],"methods":[83],"time.":[85],"More":[86],"precisely":[87],"well-known":[89],"linear":[90,116],"implicit":[91,179],"method,":[92],"an":[93],"exponential":[94,98,176],"integrator":[95,177],"Rosenbrock":[99],"scheme":[100],"used":[102],"time":[104],"discretization.":[105],"contract":[107],"to":[108,185],"current":[110],"literature":[111],"field,":[114],"operator":[117],"not":[119],"necessary":[120],"self-adjoint":[121],"achieved":[125],"optimal":[126,164],"strong":[127],"convergence":[128,143,165],"rates":[129,166],"fBm":[134,198],"results":[139,189],"examine":[140],"how":[141],"orders":[144],"depend":[145],"on":[146],"regularity":[148],"noise":[151],"initial":[154],"data":[155],"reveal":[157],"that":[158],"full":[160],"discretization":[161],"attains":[162],"$\\mathcal":[169],"{O}(h^{2}+\\varDelta":[170],"t)$":[171],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"><mml:mi>O</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mrow><mml:mi>h</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup><mml:mo>+</mml:mo><mml:mi>\u0394</mml:mi><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:math>":[173],"schemes.":[180],"Numerical":[181],"experiments":[182],"provided":[184],"illustrate":[186],"theoretical":[188],"case":[192],"noise.":[199]},"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
