Pages that link to "Item:Q609211"

The following pages link to The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211):

Displaying 28 items.

• Numerical analysis for stochastic partial differential delay equations with jumps (Q369701) (← links)
• Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509) (← links)
• On the well-posedness of the stochastic Allen-Cahn equation in two dimensions (Q419611) (← links)
• An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
• Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
• Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation (Q695748) (← links)
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
• Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
• A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
• Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
• Galerkin finite element method for time-fractional stochastic diffusion equations (Q1993477) (← links)
• Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
• Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation (Q2006107) (← links)
• Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation (Q2273194) (← links)
• Efficient computation of phi-functions in exponential integrators (Q2306400) (← links)
• Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
• Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
• Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations (Q5079548) (← links)
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)