The following pages link to A Milstein scheme for SPDEs (Q2351803):
Displayed 28 items.
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Simulation of SPDEs for excitable media using finite elements (Q898420) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
- Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations (Q1736178) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- Combined error estimates for local fluctuations of SPDEs (Q1987748) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise (Q2062275) (← links)
- Iterated stochastic integrals in infinite dimensions: approximation and error estimates (Q2287874) (← links)
- Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation (Q2817782) (← links)
- An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
- Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
- (Q4960356) (← links)
- Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q4965793) (← links)
- (Q4965807) (← links)
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises (Q4978201) (← links)
- (Q4986658) (← links)
- (Q5071330) (← links)
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
- An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947) (← links)
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
- A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations (Q5226660) (← links)
- A mild Itô formula for SPDEs (Q5234473) (← links)