Numerical Analysis of Stochastic Schemes in Geophysics

DOI10.1137/S0036142902418333MaRDI QIDQ5698742zbMATH OpenFDO

Authors Brian Ewald, R. Temam

Publication date 28 October 2005

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0036142902418333

zbMATH Keywords

Adams--Bashforth schemegeophysical fluid dynamicsleapfrog schemenumerical methodsstochastic differential equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Meteorology and atmospheric physics (86A10)

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Cited in

(13)

• Analysis of stochastic numerical schemes for the evolution equations of geophysics
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
• Deterministic implicit two-step Milstein methods for stochastic differential equations
• Generalized two-step Maruyama methods for stochastic differential equations
• Two-step Milstein schemes for stochastic differential equations
• Two-step strong order 1.5 schemes for stochastic differential equations
• Numerical solution of random differential initial value problems: Multistep methods
• Some remarks on the numerical approximation of stochastic differential equations
• scientific article; zbMATH DE number 4062712 (Why is no real title available?)
• Generalized two-step Milstein methods for stochastic differential equations
• scientific article; zbMATH DE number 6467178 (Why is no real title available?)
• Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes
• SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics

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