A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961): Difference between revisions

@@ Property / describes a project that uses @@
+RODAS
@@ Property / describes a project that uses: RODAS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2016.05.034
+Normal rank
@@ Property / OpenAlex ID @@
+W2414734641
@@ Property / OpenAlex ID: W2414734641 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3010640
@@ Property / cites work: Q3010640 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938228
@@ Property / cites work: Q4938228 / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Optimal approximation  of stochastic differential equations  by adaptive step-size control
+Normal rank
@@ Property / cites work @@
+The optimal discretization of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A random Euler scheme for Carathéodory differential equations
+Normal rank
@@ Property / cites work @@
+Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
+Normal rank
@@ Property / cites work @@
+Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
+Normal rank
@@ Property / cites work @@
+The optimal uniform approximation of systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
+Normal rank
@@ Property / cites work @@
+Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients
+Normal rank
@@ Property / cites work @@
+Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting
+Normal rank
@@ Property / cites work @@
+Discontinuous Galerkin Method for Time-Dependent Problems: Survey and Recent Developments
+Normal rank
@@ Property / cites work @@
+On the Convergence of Ordinary Integrals to Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+On the relation between ordinary and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Treatment of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Approximate Integration of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A class of approximations of Brownian motion
@@ Property / cites work: A class of approximations of Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769730
@@ Property / cites work: Q4769730 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5670045
@@ Property / cites work: Q5670045 / rank @@
+Normal rank
@@ Property / cites work @@
+Discontinuous Galerkin Methods for Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Error Estimates and Adaptive Time-Step Control for a Class of One-Step Methods for Stiff Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4109239
@@ Property / cites work: Q4109239 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Methods in Scientific Computing, Volume I
+Normal rank
@@ Property / cites work @@
+A special stability problem for linear multistep methods
+Normal rank
@@ Property / cites work @@
+Q3687624
@@ Property / cites work: Q3687624 / rank @@
+Normal rank
@@ Property / cites work @@
+\(A\)-stability of Runge-Kutta methods for systems with additive noise
+Normal rank
@@ Property / cites work @@
+Solving Ordinary Differential Equations II
@@ Property / cites work: Solving Ordinary Differential Equations II / rank @@
+Normal rank
@@ Property / cites work @@
+A class ofA-stable methods
@@ Property / cites work: A class ofA-stable methods / rank @@
+Normal rank
@@ Property / cites work @@
+Superconvergence of Discontinuous Galerkin Methods for Scalar Nonlinear Conservation Laws in One Space Dimension
+Normal rank
@@ Property / cites work @@
+Superconvergence of Discontinuous Galerkin and Local Discontinuous Galerkin Schemes for Linear Hyperbolic and Convection-Diffusion Equations in One Space Dimension
+Normal rank
@@ Property / cites work @@
+Q3890207
@@ Property / cites work: Q3890207 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999821
@@ Property / cites work: Q3999821 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435521
@@ Property / cites work: Q4435521 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3661894
@@ Property / cites work: Q3661894 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation and inference for stochastic differential equations. With R examples.
+Normal rank
@@ Property / cites work @@
+A posteriori error estimation for discontinuous Galerkin solutions of hyperbolic problems
+Normal rank
@@ Property / cites work @@
+A discontinuous Galerkin method for higher-order ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Superconvergence of rectangular finite element with interpolated coefficients for semilinear elliptic problem
+Normal rank