scholarly journals A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

2017 ◽  
Vol 39 (5) ◽  
pp. S828-S850 ◽  
Author(s):  
Kookjin Lee ◽  
Howard C. Elman
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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