Approximation for semilinear stochastic evolution equations
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stochastic partial differential equationsmethod of momentsconvergence analysisstochastic evolution equationsCrank-Nicolson methodimplicit Euler methodexplicit Euler method
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) 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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(95)- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
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- Weak order for the discretization of the stochastic heat equation
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
- On discretization schemes for stochastic evolution equations
- On the discretization in time of parabolic stochastic partial differential equations
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity
- The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
- Cubature on Wiener space in infinite dimension
- Weak approximation of stochastic partial differential equations: the nonlinear case
- Numerical multi-scaling method to solve the linear stochastic partial differential equations
- Numerical schemes for rough parabolic equations
- A mild Itô formula for SPDEs
- Spectral collocation method for stochastic Burgers equation driven by additive noise
- Stochastic Allen-Cahn equation with mobility
- Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- Space semi-discretisations for a stochastic wave equation
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- A new type of singular perturbation approximation for stochastic bilinear systems
- Simulation of stochastic partial differential equations using finite element methods
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
- Taylor expansions of solutions of stochastic partial differential equations with additive noise
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Localization errors in solving stochastic partial differential equations in the whole space
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
- An integration factor method for stochastic and stiff reaction-diffusion systems
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
- On the backward Euler approximation of the stochastic Allen-Cahn equation
- Numerical approximation of multiplicative SPDEs
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
- An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise
- Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
- Weak approximation of the stochastic wave equation
- On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
- Strong and weak approximation of semilinear stochastic evolution equations
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- The pathwise numerical approximation of stationary solutions of semilinear stochastic evolution equations
- Semi-discrete approximations for stochastic differential equations and applications
- scientific article; zbMATH DE number 1552875 (Why is no real title available?)
- Fractional step method for stochastic evolution equations
- NOTE ON ABSTRACT STOCHASTIC SEMILINEAR EVOLUTION EQUATIONS
- Approximation Schemes for Stochastic Differential Equations in Hilbert Space
- Finite element methods for semilinear elliptic stochastic partial differential equations
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
- An exponential Wagner-Platen type scheme for SPDEs
- The numerical approximation of stochastic partial differential equations
- On Convergence rate of Wiener-Ito expansion for generalized random variables
- A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere
- Approximation and model order reduction for second order systems with Levy-noise
- Spatial approximation of stochastic convolutions
- Type II singular perturbation approximation for linear systems with Lévy noise
- Numerical analysis for semilinear evolution equations of parabolic type.
- Rate of convergence of implicit approximations for stochastic evolution equations
- An approximation of semigroups method for stochastic parabolic equations
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- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
- Numerical simulation of stochastic PDEs for excitable media
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
- Approximation of SPDE covariance operators by finite elements: a semigroup approach
- A Milstein scheme for SPDEs
- Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise
- Sparse series solutions of random boundary and initial value problems
- Crank-Nicolson finite element approximations for a linear stochastic fourth order equation with additive space-time white 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
- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
- 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
- Numerical solution of stochastic partial differential equations using a collocation method
- A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
- Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
- Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator
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- Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- Gramian-based model reduction for unstable stochastic systems
- An efficient 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
- Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
- Strong convergence of a Verlet integrator for the semilinear stochastic wave equation
- scientific article; zbMATH DE number 4005572 (Why is no real title available?)
- Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators
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