Pages that link to "Item:Q549862"

The following pages link to Efficient simulation of nonlinear parabolic SPDEs with additive noise (Q549862):

Displaying 31 items.

• An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise (Q342928) (← links)
• Numerical analysis for stochastic partial differential delay equations with jumps (Q369701) (← links)
• Numerical schemes for rough parabolic equations (Q434372) (← links)
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
• A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise (Q494235) (← links)
• Numerical solution of the Burgers equation with Neumann boundary noise (Q730530) (← links)
• Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
• Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
• A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
• Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677) (← links)
• Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise (Q2008392) (← links)
• Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise (Q2010246) (← links)
• Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
• Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q2186657) (← links)
• Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise (Q2187863) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Higher order pathwise approximation for the stochastic Burgers' equation with additive noise (Q2228004) (← links)
• Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation (Q2273194) (← links)
• A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
• Numerical solution of stochastic fractional differential equations (Q2514272) (← links)
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
• Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (Q2628368) (← links)
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
• High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients (Q5741665) (← links)
• Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise (Q6175731) (← links)
• A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary (Q6201365) (← links)