Pages that link to "Item:Q849273"

The following pages link to Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise (Q849273):

Displaying 31 items.

• On the well-posedness of the stochastic Allen-Cahn equation in two dimensions (Q419611) (← links)
• Spatial approximation of stochastic convolutions (Q534239) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations (Q680208) (← links)
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
• Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
• Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs (Q783662) (← links)
• Simulation of SPDEs for excitable media using finite elements (Q898420) (← links)
• Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← 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)
• 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)
• 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)
• 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 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)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
• Accelerated finite elements schemes for parabolic stochastic partial differential equations (Q2219500) (← links)
• A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (Q2293593) (← links)
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
• A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on `Monte Carlo and quasi-Monte Carlo methods in scientific computing', Sydney, Australia, February 13--17, 2012 (Q2637871) (← links)
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (Q3100349) (← links)
• Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation (Q3189424) (← links)
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
• Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> (Q6086360) (← links)
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation (Q6150470) (← links)