---
_id: '642'
abstract:
- lang: eng
  text: Cauchy problems with SPDEs on the whole space are localized to Cauchy problems
    on a ball of radius R. This localization reduces various kinds of spatial approximation
    schemes to finite dimensional problems. The error is shown to be exponentially
    small. As an application, a numerical scheme is presented which combines the localization
    and the space and time discretization, and thus is fully implementable.
author:
- first_name: Mate
  full_name: Gerencser, Mate
  id: 44ECEDF2-F248-11E8-B48F-1D18A9856A87
  last_name: Gerencser
- first_name: István
  full_name: Gyöngy, István
  last_name: Gyöngy
citation:
  ama: Gerencser M, Gyöngy I. Localization errors in solving stochastic partial differential
    equations in the whole space. <i>Mathematics of Computation</i>. 2017;86(307):2373-2397.
    doi:<a href="https://doi.org/10.1090/mcom/3201">10.1090/mcom/3201</a>
  apa: Gerencser, M., &#38; Gyöngy, I. (2017). Localization errors in solving stochastic
    partial differential equations in the whole space. <i>Mathematics of Computation</i>.
    American Mathematical Society. <a href="https://doi.org/10.1090/mcom/3201">https://doi.org/10.1090/mcom/3201</a>
  chicago: Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic
    Partial Differential Equations in the Whole Space.” <i>Mathematics of Computation</i>.
    American Mathematical Society, 2017. <a href="https://doi.org/10.1090/mcom/3201">https://doi.org/10.1090/mcom/3201</a>.
  ieee: M. Gerencser and I. Gyöngy, “Localization errors in solving stochastic partial
    differential equations in the whole space,” <i>Mathematics of Computation</i>,
    vol. 86, no. 307. American Mathematical Society, pp. 2373–2397, 2017.
  ista: Gerencser M, Gyöngy I. 2017. Localization errors in solving stochastic partial
    differential equations in the whole space. Mathematics of Computation. 86(307),
    2373–2397.
  mla: Gerencser, Mate, and István Gyöngy. “Localization Errors in Solving Stochastic
    Partial Differential Equations in the Whole Space.” <i>Mathematics of Computation</i>,
    vol. 86, no. 307, American Mathematical Society, 2017, pp. 2373–97, doi:<a href="https://doi.org/10.1090/mcom/3201">10.1090/mcom/3201</a>.
  short: M. Gerencser, I. Gyöngy, Mathematics of Computation 86 (2017) 2373–2397.
date_created: 2018-12-11T11:47:40Z
date_published: 2017-01-01T00:00:00Z
date_updated: 2021-01-12T08:07:26Z
day: '01'
department:
- _id: JaMa
doi: 10.1090/mcom/3201
intvolume: '        86'
issue: '307'
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1508.05535
month: '01'
oa: 1
oa_version: Submitted Version
page: 2373 - 2397
publication: Mathematics of Computation
publication_identifier:
  issn:
  - '00255718'
publication_status: published
publisher: American Mathematical Society
publist_id: '7144'
quality_controlled: '1'
scopus_import: 1
status: public
title: Localization errors in solving stochastic partial differential equations in
  the whole space
type: journal_article
user_id: 4435EBFC-F248-11E8-B48F-1D18A9856A87
volume: 86
year: '2017'
...