Difference Methods for Stochastic Partial Differential Equations
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consistencyconvergencedifference methodsstabilitystochastic partial differential equations of Itô-type
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
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(32)- Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing
- Approximation of stochastic parabolic differential equations with two different finite difference schemes
- Numerical multi-scaling method to solve the linear stochastic partial differential equations
- Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation
- Numerical solution for stochastic extended Fisher-Kolmogorov equation
- A Milstein scheme for SPDEs
- Mean square convergent three points finite difference scheme for random partial differential equations
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations
- Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation
- Numerical solution of stochastic partial differential equations using a collocation method
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- Finite difference schemes for linear stochastic integro-differential equations
- Difference methods for stochastic differential equations with discontinuous coefficients
- A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
- Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
- Conditional Monte Carlo method for dynamic systems with random properties
- Numerical solution of stochastic hyperbolic equations
- The method of lines for hyperbolic stochastic functional partial differential equations.
- Analysis on the stability of numerical schemes for a class of stochastic partial differential systems
- Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative
- Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
- Mean square convergent three and five points finite difference scheme for stochastic parabolic partial differential equations
- Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation
- A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions
- Numerical scheme and analytical solutions to the stochastic nonlinear advection diffusion dynamical model
- Numerical solutions for a class stochastic partial differential equations
- Regular solutions for multiplicative stochastic Landau-Lifshitz-Gilbert equation and blow-up phenomena
- The numerical approximation of stochastic partial differential equations
- A note on single-step difference scheme for the solution of stochastic differential equation
- Optimal and computational analysis under the noisy environment in biological processes: the stochastic Schnakenberg model
- The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
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