Approximation for semilinear stochastic evolution equations
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convergence analysisCrank-Nicolson methodexplicit Euler methodimplicit Euler methodmethod of momentsstochastic evolution equationsstochastic partial differential equations
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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Cited in
(only showing first 100 items - show all)- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
- Numerical analysis for semilinear evolution equations of parabolic type.
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
- A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere
- Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
- The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
- Stochastic Allen-Cahn equation with mobility
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Spectral collocation method for stochastic Burgers equation driven by additive noise
- Numerical simulation of stochastic PDEs for excitable media
- On discretization schemes for stochastic evolution equations
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- An approximation of semigroups method for stochastic parabolic equations
- Fractional step method for stochastic evolution equations
- Numerical multi-scaling method to solve the linear stochastic partial differential equations
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
- Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- Gramian-based model reduction for unstable stochastic systems
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- A Milstein scheme for SPDEs
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
- An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
- On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
- Space semi-discretisations for a stochastic wave equation
- Approximation and model order reduction for second order systems with Levy-noise
- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Numerical solution of stochastic partial differential equations using a collocation method
- On the backward Euler approximation of the stochastic Allen-Cahn equation
- Localization errors in solving stochastic partial differential equations in the whole space
- Weak order for the discretization of the stochastic heat equation
- Weak approximation of stochastic partial differential equations: the nonlinear case
- An exponential Wagner-Platen type scheme for SPDEs
- scientific article; zbMATH DE number 3858103 (Why is no real title available?)
- An integration factor method for stochastic and stiff reaction-diffusion systems
- Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
- Cubature on Wiener space in infinite dimension
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- Strong and weak approximation of semilinear stochastic evolution equations
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
- scientific article; zbMATH DE number 4005572 (Why is no real title available?)
- Numerical schemes for rough parabolic equations
- Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators
- scientific article; zbMATH DE number 1552875 (Why is no real title available?)
- Type II singular perturbation approximation for linear systems with Lévy noise
- Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
- Singular perturbation approximation for linear systems with Lévy noise
- Crank-Nicolson finite element approximations for a linear stochastic fourth order equation with additive space-time white noise
- Simulation of stochastic partial differential equations using finite element methods
- scientific article; zbMATH DE number 1868912 (Why is no real title available?)
- Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups
- Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
- Numerical approximation of multiplicative SPDEs
- Semi-discrete approximations for stochastic differential equations and applications
- scientific article; zbMATH DE number 7318972 (Why is no real title available?)
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises
- Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator
- Energy estimates and model order reduction for stochastic bilinear systems
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
- A mild Itô formula for SPDEs
- Spatial approximation of stochastic convolutions
- NOTE ON ABSTRACT STOCHASTIC SEMILINEAR EVOLUTION EQUATIONS
- Approximation Schemes for Stochastic Differential Equations in Hilbert Space
- Rate of convergence of implicit approximations for stochastic evolution equations
- On Convergence rate of Wiener-Ito expansion for generalized random variables
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- On the discretization in time of parabolic stochastic partial differential equations
- Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
- An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise
- Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise
- Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
- Approximation of SPDE covariance operators by finite elements: a semigroup approach
- A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary
- The numerical approximation of stochastic partial differential equations
- Sparse series solutions of random boundary and initial value problems
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
- Discrete stochastic maximal L^p-regularity and convergence of a spatial semidiscretization for a linear stochastic heat equation
- Strong error estimates for a fully discrete SAV scheme for the stochastic Allen-Cahn equation with multiplicative noise
- Weak approximation of the stochastic wave equation
- Optimal Error Estimates of a Finite Element Method for Semilinear SPDEs with Additive Noise and Nonsmooth Initial Data
- Sharp Error Estimates for a Fully Discrete Finite Element Method for Semilinear SPDEs with Multiplicative Noise and Nonsmooth Initial Data
- A new type of singular perturbation approximation for stochastic bilinear systems
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
- The pathwise numerical approximation of stationary solutions of semilinear stochastic evolution equations
- Finite element methods for semilinear elliptic stochastic partial differential equations
- Taylor expansions of solutions of stochastic partial differential equations with additive noise
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
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