Taylor Approximations for Stochastic Partial Differential Equations George Seferis and the act of making

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Taylor Approximations for Stochastic Partial Differential Equations George Seferis and the act of makingThis book presents a systematic theory of Taylor expansions of evolutionary type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be