Pages that link to "Item:Q1633324"
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The following pages link to Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324):
Displayed 3 items.
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients (Q2222076) (← links)
- Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme (Q2301407) (← links)