Some stochastic particle methods for nonlinear parabolic PDEs
convergenceFokker-Planck equationMcKean-Vlasov equationNavier-Stokes equationnumerical examplesPrandtl equationPrandtl equationsRomberg extrapolationstochstic differential equationsturbulent flowsviscous scalar conservation law
Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Statistical turbulence modeling (76F55) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
- On the Matrix Square Root
- Particle approximations for a class of stochastic partial differential equations
- A stochastic particle method for some one-dimensional nonlinear p.d.e
- A deterministic particle method for nonlinear diffusion equations
- A particle method for some parabolic equations
- A stochastic methodology for nonlinear partial differential equations
- Numerical methods for stochastic parabolic PDEs
- A Stochastic Representation for Nonlocal Parabolic PDEs with Applications
- On a perturbation method for stochastic parabolic PDE
- On parareal algorithms for semilinear parabolic stochastic PDEs
- A particle method for some parabolic equations
- Smoothing properties of McKean-Vlasov SDEs
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
- Une méthode particulaire pour les équations non linéaires de diffusion convection en dimension un. (A particle method for nonlinear one-dimensional diffusion-convection equations)
- A stochastic particle method for some one-dimensional nonlinear p.d.e
- Stochastic downscaling method: application to wind refinement
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
- A higher order weak approximation of McKean-Vlasov type SDEs
- Semi-implicit Milstein approximation scheme for non-colliding particle systems
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations
- Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy
- Pathwise regularisation of singular interacting particle systems and their mean field limits
- A stochastic methodology for nonlinear partial differential equations
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations
- On the Matrix Square Root
- scientific article; zbMATH DE number 1377779 (Why is no real title available?)
- On a Robustness of The Random Particle Method
- An explicit multistep scheme for mean-field forward-backward stochastic differential equations
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
- Probabilistic approximation via spatial derivation of some nonlinear parabolic evolution equations
- A class of dimension-free metrics for the convergence of empirical measures
- Classical solution of path-dependent mean-field semilinear PDEs
- Application of the lent particle method to Poisson-driven SDEs
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
- Monte Carlo-moments micro-macro parareal method for unimodal and bimodal scalar McKean-Vlasov sdes
- Simulation of McKean-Vlasov BSDEs by Wiener chaos expansion
- Solving McKean-Vlasov SDEs via relative entropy
- Stable particle methods based on Lagrangian kernels
- A statistical approach for simulating the density solution of a McKean-Vlasov equation
- Multidimensional stable driven McKean-Vlasov SDEs with distributional interaction kernel: a regularization by noise perspective
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean-field backward stochastic differential equations: A limit approach
- Particle approximations for a class of stochastic partial differential equations
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