{"id":"https://openalex.org/W2002990227","doi":"https://doi.org/10.1137/100818297","title":"Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time L\u00e9vy Noise","display_name":"Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time L\u00e9vy Noise","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2002990227","doi":"https://doi.org/10.1137/100818297","mag":"2002990227"},"language":"en","primary_location":{"id":"doi:10.1137/100818297","is_oa":false,"landing_page_url":"https://doi.org/10.1137/100818297","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087330826","display_name":"Thomas Dunst","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Thomas Dunst","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051155796","display_name":"Erika Hausenblas","orcid":"https://orcid.org/0000-0002-1762-9521"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Erika Hausenblas","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5046668672","display_name":"Andreas Prohl","orcid":"https://orcid.org/0000-0003-4523-9536"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Andreas Prohl","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5087330826"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.1165,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.8244038,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"50","issue":"6","first_page":"2873","last_page":"2896"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9983999729156494,"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":0.9983999729156494,"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":0.9682000279426575,"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/T10688","display_name":"Image and Signal Denoising Methods","score":0.9613999724388123,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.879823625087738},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8172881603240967},{"id":"https://openalex.org/keywords/backward-euler-method","display_name":"Backward Euler method","score":0.6408924460411072},{"id":"https://openalex.org/keywords/euler-method","display_name":"Euler method","score":0.6193332076072693},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.5933212041854858},{"id":"https://openalex.org/keywords/truncation","display_name":"Truncation (statistics)","score":0.5472365021705627},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.5450882315635681},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.512978732585907},{"id":"https://openalex.org/keywords/truncation-error","display_name":"Truncation error","score":0.5035833716392517},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.5009908676147461},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.49556243419647217},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.48860031366348267},{"id":"https://openalex.org/keywords/parabolic-partial-differential-equation","display_name":"Parabolic partial differential equation","score":0.48567378520965576},{"id":"https://openalex.org/keywords/space-time","display_name":"Space time","score":0.47237876057624817},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.46048814058303833},{"id":"https://openalex.org/keywords/finite-element-method","display_name":"Finite element method","score":0.421167254447937},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.10384395718574524},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.05229714512825012}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.879823625087738},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8172881603240967},{"id":"https://openalex.org/C768646","wikidata":"https://www.wikidata.org/wiki/Q2736820","display_name":"Backward Euler method","level":3,"score":0.6408924460411072},{"id":"https://openalex.org/C75380026","wikidata":"https://www.wikidata.org/wiki/Q868454","display_name":"Euler method","level":3,"score":0.6193332076072693},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.5933212041854858},{"id":"https://openalex.org/C106195933","wikidata":"https://www.wikidata.org/wiki/Q7847935","display_name":"Truncation (statistics)","level":2,"score":0.5472365021705627},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.5450882315635681},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.512978732585907},{"id":"https://openalex.org/C104942944","wikidata":"https://www.wikidata.org/wiki/Q3434686","display_name":"Truncation error","level":2,"score":0.5035833716392517},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.5009908676147461},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.49556243419647217},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.48860031366348267},{"id":"https://openalex.org/C186867907","wikidata":"https://www.wikidata.org/wiki/Q1575416","display_name":"Parabolic partial differential equation","level":3,"score":0.48567378520965576},{"id":"https://openalex.org/C96402334","wikidata":"https://www.wikidata.org/wiki/Q3030793","display_name":"Space time","level":2,"score":0.47237876057624817},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.46048814058303833},{"id":"https://openalex.org/C135628077","wikidata":"https://www.wikidata.org/wiki/Q220184","display_name":"Finite element method","level":2,"score":0.421167254447937},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.10384395718574524},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.05229714512825012},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","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/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C42360764","wikidata":"https://www.wikidata.org/wiki/Q83588","display_name":"Chemical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/100818297","is_oa":false,"landing_page_url":"https://doi.org/10.1137/100818297","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1965752745","https://openalex.org/W2019177009","https://openalex.org/W2025200525","https://openalex.org/W2028641745","https://openalex.org/W2039279472","https://openalex.org/W2042716851","https://openalex.org/W2092544992","https://openalex.org/W2092763345","https://openalex.org/W2166831536","https://openalex.org/W2209059851"],"related_works":["https://openalex.org/W2089955609","https://openalex.org/W2349121885","https://openalex.org/W2039299714","https://openalex.org/W2189596786","https://openalex.org/W3111435437","https://openalex.org/W1986291802","https://openalex.org/W3012894890","https://openalex.org/W3038053996","https://openalex.org/W1992000059","https://openalex.org/W2023340798"],"abstract_inverted_index":{"We":[0],"consider":[1],"parabolic":[2],"stochastic":[3],"partial":[4],"differential":[5],"equations":[6],"driven":[7],"by":[8],"space-time":[9],"L\u00e9vy":[10],"noise.":[11],"Different":[12],"discretization":[13,37],"methods":[14],"to":[15,40],"accurately":[16],"simulate":[17],"jumps":[18],"are":[19,38],"proposed":[20],"and":[21,44],"analyzed":[22],"in":[23],"the":[24],"context":[25],"of":[26],"an":[27],"implicit":[28],"time-discretization.":[29],"Computational":[30],"studies":[31],"based":[32],"on":[33],"a":[34],"finite":[35],"element":[36],"provided":[39],"illustrate":[41],"combined":[42],"truncation":[43],"time-discretization":[45],"effects.":[46]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3}],"updated_date":"2026-03-01T08:55:55.761014","created_date":"2025-10-10T00:00:00"}