Minoo Kamrani

Available identifiers

zbMath Open kamrani.minooMaRDI QIDQ972747

List of research outcomes

Publication	Date of Publication	Type
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise	2023-08-25	Paper
Numerical solution of stiff random ordinary differential equations via averaged schemes	2021-07-30	Paper
Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion	2021-06-22	Paper
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion	2020-10-07	Paper
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion	2020-04-01	Paper
Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation	2019-09-18	Paper
Numerical solution of partial differential equations with stochastic Neumann boundary conditions	2019-08-28	Paper
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation	2018-10-01	Paper
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise	2018-08-23	Paper
Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition	2017-06-01	Paper
Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients	2016-07-29	Paper
Numerical solution of stochastic partial differential equations using a collocation method	2016-05-10	Paper
Numerical solution of stochastic fractional differential equations	2015-02-03	Paper
Numerical Solution of Stochastic Partial Differential Equations with Correlated Noise	2013-11-09	Paper
Full discretization of the stochastic Burgers equation with correlated noise	2013-07-24	Paper
Spectral collocation method for stochastic Burgers equation driven by additive noise	2012-11-15	Paper
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method	2010-05-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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