Pages that link to "Item:Q4648584"

The following pages link to Simulation of stochastic partial differential equations using finite element methods (Q4648584):

Displaying 30 items.

• Operator differential-algebraic equations with noise arising in fluid dynamics (Q521609) (← links)
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
• Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
• Meshless simulation of stochastic advection-diffusion equations based on radial basis functions (Q1654643) (← links)
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations (Q1654737) (← links)
• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
• A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (Q1743400) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← 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)
• Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
• Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
• Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
• Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise (Q2801320) (← links)
• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations (Q2804376) (← links)
• Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise (Q2956053) (← links)
• Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations (Q2957031) (← links)
• A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052) (← links)
• Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise (Q4568060) (← links)
• A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise (Q4569310) (← links)
• Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients (Q5038943) (← links)
• Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs (Q5114567) (← links)
• Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232) (← links)
• (Q5156894) (← links)
• Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation (Q6150470) (← links)
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (Q6197989) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)