Pages that link to "Item:Q1035835"
From MaRDI portal
The following pages link to Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835):
Displayed 38 items.
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224) (← links)
- On the well-posedness of the stochastic Allen-Cahn equation in two dimensions (Q419611) (← links)
- An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
- The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation (Q695748) (← links)
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
- Simulation of SPDEs for excitable media using finite elements (Q898420) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
- Stochastic Allen-Cahn equation with mobility (Q1688735) (← links)
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
- Stabilizing a mathematical model of population system (Q1933520) (← links)
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
- Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes (Q2158594) (← links)
- Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise (Q2316262) (← links)
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Numerical solution of stochastic fractional differential equations (Q2514272) (← links)
- Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (Q2628368) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Numerical solution of stochastic partial differential equations using a collocation method (Q2805139) (← links)
- Analysis and approximation of stochastic nerve axon equations (Q2814447) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
- On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (Q2949840) (← links)
- Stochastic heat equation and martingale differences (Q2979946) (← links)
- Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise (Q4902858) (← links)
- Numerical study of amplitude equations for SPDEs with degenerate forcing (Q4902861) (← links)
- (Q4965807) (← links)
- (Q5071330) (← links)
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
- Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition (Q5496213) (← links)
- Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients (Q5741665) (← links)
- (Q6141903) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary (Q6201365) (← links)