SDE Based Regression for Linear Random PDEs (Q5275045): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo method for parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Adaptive weak approximation of reflected and stopped diffusions
+Normal rank
@@ Property / cites work @@
+Regression Methods for Stochastic Control Problems and Their Convergence Analysis
+Normal rank
@@ Property / cites work @@
+Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
+Normal rank
@@ Property / cites work @@
+An analysis of a least squares regression method for American option pricing
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+Adaptive Monte Carlo Algorithms for Stopped Diffusion
+Normal rank
@@ Property / cites work @@
+Adaptive stochastic Galerkin FEM
@@ Property / cites work: Adaptive stochastic Galerkin FEM / rank @@
+Normal rank
@@ Property / cites work @@
+Q4399897
@@ Property / cites work: Q4399897 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite elements for elliptic problems with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Q4232766
@@ Property / cites work: Q4232766 / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptic partial differential equations of second order
+Normal rank
@@ Property / cites work @@
+Stopped diffusion processes: boundary corrections and overshoot
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Spectral Methods for Uncertainty Quantification
@@ Property / cites work: Spectral Methods for Uncertainty Quantification / rank @@
+Normal rank
@@ Property / cites work @@
+Strong uniform consistency of nonparametric regression function estimates
+Normal rank
@@ Property / cites work @@
+Automated solution of differential equations by the finite element method. The FEniCS book
+Normal rank
@@ Property / cites work @@
+Valuing American Options by Simulation: A Simple Least-Squares Approach
+Normal rank
@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
+Normal rank
@@ Property / cites work @@
+Layer methods for stochastic Navier-Stokes equations using simplest characteristics
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Optimal filtering of square-integrable signals in Gaussian noise
+Normal rank
@@ Property / cites work @@
+Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Q2872960
@@ Property / cites work: Q2872960 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive weak approximation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Expansion of the global error for numerical schemes solving stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Q3096734
@@ Property / cites work: Q3096734 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/16m1060637
+Normal rank
@@ Property / OpenAlex ID @@
+W2731768645
@@ Property / OpenAlex ID: W2731768645 / rank @@
+Normal rank