Pages that link to "Item:Q5232308"
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The following pages link to Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient (Q5232308):
Displayed 27 items.
- Exponential integrators for stochastic Maxwell's equations driven by Itô noise (Q777551) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients (Q2021388) (← links)
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931) (← links)
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise (Q2062275) (← links)
- Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise (Q2143083) (← links)
- Weak intermittency of stochastic heat equation under discretizations (Q2152758) (← links)
- Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion (Q2202283) (← links)
- Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients (Q2222076) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777) (← links)
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation (Q5113124) (← links)
- Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise (Q5164019) (← links)
- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations (Q6046012) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
- An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> (Q6086360) (← links)
- Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise (Q6106940) (← links)
- Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
- Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (Q6163565) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise (Q6175731) (← links)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)