Simulation of stochastic partial differential equations using finite element methods
From MaRDI portal
Recommendations
- Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
- Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- Approximate Euler Method for Parabolic Stochastic Partial Differential Equations Driven by Space-Time Lévy Noise
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
Cites work
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
- A numerical scheme for stochastic PDEs with Gevrey regularity
- Approximation for semilinear stochastic evolution equations
- Fast simulation of Gaussian random fields
- Financial Modelling with Jump Processes
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Numerical simulation of stochastic PDEs for excitable media
- Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic motion and the level set method in computer vision: stochastic active contours
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- Taylor expansions of solutions of stochastic partial differential equations
- The law of large numbers and the central limit theorem in Banach spaces
- The normal inverse gaussian lévy process: simulation and approximation
- The numerical approximation of stochastic partial differential equations
- Weak convergence of a numerical method for a stochastic heat equation
- Wong-Zakai type approximation of SPDEs of Lévy noise
- \(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
Cited in
(36)- Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
- Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
- Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Approximation and simulation of infinite-dimensional Lévy processes
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
- Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
- Stochastic finite elements: Computational approaches to stochastic partial differential equations
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
- Stochastic transport with Lévy noise fully discrete numerical approximation
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
- The stochastic finite volume method
- A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes
- A fully parallelizable space-time multilevel Monte Carlo method for stochastic differential equations with additive noise
- Combining space-time multigrid techniques with multilevel Monte Carlo methods for SDEs
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
- Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations
- Type II singular perturbation approximation for linear systems with Lévy noise
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
- Convolutional neural network based simulation and analysis for backward stochastic partial differential equations
- Simulation of SPDEs for excitable media using finite elements
- A discrete optimality system for an optimal harvesting problem
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
- A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
- A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
- Simulation of stochastic Volterra equations driven by space-time Lévy noise
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
- Explicit convergence analyses of PDE-based filtering algorithms
- Operator differential-algebraic equations with noise arising in fluid dynamics
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
This page was built for publication: Simulation of stochastic partial differential equations using finite element methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4648584)
