Pages that link to "Item:Q2360307"

The following pages link to Numerical methods for stochastic partial differential equations with white noise (Q2360307):

Displaying 50 items.

• Finite volume method for solving the stochastic Helmholtz equation (Q667994) (← links)
• The numerical approximation of nonlinear functionals and functional differential equations (Q1708692) (← links)
• Parallel tensor methods for high-dimensional linear PDEs (Q2002269) (← links)
• Lie-Trotter splitting for the nonlinear stochastic Manakov system (Q2032053) (← links)
• Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations (Q2035761) (← links)
• Time fractional stochastic differential equations driven by pure jump Lévy noise (Q2050881) (← links)
• Efficient simulation of general stochastic hybrid systems (Q2085142) (← links)
• Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
• Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations (Q2105235) (← links)
• Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (Q2106219) (← links)
• On the stochastic modeling of COVID-19 under the environmental white noise (Q2120202) (← links)
• Tensor methods for the Boltzmann-BGK equation (Q2123758) (← links)
• Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (Q2128236) (← links)
• A Koopman framework for rare event simulation in stochastic differential equations (Q2133784) (← links)
• On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients (Q2137683) (← links)
• Logarithmic gradient transformation and chaos expansion of Itô processes (Q2141736) (← links)
• Discovery of subdiffusion problem with noisy data via deep learning (Q2149161) (← links)
• Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
• On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
• Oversampling collocation method for the Volterra integral equation with contaminated data (Q2163585) (← links)
• Analysis of a nonlinear variable-order fractional stochastic differential equation (Q2186757) (← links)
• Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance (Q2211071) (← links)
• Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises (Q2226263) (← links)
• Regularity analysis of metamaterial Maxwell's equations with random coefficients and initial conditions (Q2310929) (← links)
• Numerical solutions of stochastic PDEs driven by arbitrary type of noise (Q2328016) (← links)
• Difference methods for stochastic space fractional diffusion equation driven by additive space-time white noise via Wong-Zakai approximation (Q2679254) (← links)
• Smooth Random Functions, Random ODEs, and Gaussian Processes (Q4621288) (← links)
• Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise (Q4629374) (← links)
• (Q4960357) (← links)
• (Q4965792) (← links)
• (Q4965807) (← links)
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)
• Online Multiscale Model Reduction for Nonlinear Stochastic PDEs with Multiplicative Noise (Q5050433) (← links)
• (Q5071330) (← links)
• Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation (Q5074909) (← links)
• Analysis and Application of Stochastic Collocation Methods for Maxwell's Equations with Random Inputs (Q5156619) (← links)
• (Q5156894) (← links)
• Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs (Q5163181) (← 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)
• Statistical Finite Elements via Langevin Dynamics (Q5880613) (← links)
• Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
• Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise (Q6047479) (← links)
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation (Q6049277) (← links)
• An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
• Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations (Q6086322) (← links)
• Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> (Q6086360) (← links)
• Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
• Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system (Q6138927) (← links)
• Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise (Q6145579) (← links)
• Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)