Raphael Kruse

Available identifiers

zbMath Open kruse.raphaelMaRDI QIDQ371441

List of research outcomes

Publication	Date of Publication	Type
The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise	2022-10-06	Paper
Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations	2022-08-09	Paper
The BDF2-Maruyama Scheme for Stochastic Evolution Equations with Monotone Drift	2021-05-18	Paper
A discrete stochastic Gronwall lemma	2021-03-01	Paper
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients	2019-11-22	Paper
A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients	2019-08-28	Paper
Application of Randomized Quadrature Formulas to the Finite Element Method for Elliptic Equations	2019-08-23	Paper
A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations	2019-08-01	Paper
Two quadrature rules for stochastic Itô-integrals with fractional Sobolev regularity	2019-04-24	Paper
Numerical analysis of stochastic processes (to appear)	2018-05-02	Paper
Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients	2018-01-10	Paper
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients	2017-09-04	Paper
Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes	2017-06-06	Paper
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition	2017-03-02	Paper
Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE	2017-02-03	Paper
Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes	2016-07-05	Paper
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE	2015-01-23	Paper
Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise	2014-02-28	Paper
Strong and weak approximation of semilinear stochastic evolution equations	2013-10-09	Paper
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise	2012-10-23	Paper
Discrete approximation of stochastic differential equations	2012-07-16	Paper
Characterization of bistability for stochastic multistep methods	2012-03-23	Paper
Two-sided error estimates for the stochastic theta method	2010-09-22	Paper

Research outcomes over time

This page was built for person: Raphael Kruse