Pages that link to "Item:Q2436549"

The following pages link to Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549):

Displaying 31 items.

• Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
• Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme (Q512837) (← links)
• Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise (Q832591) (← links)
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces (Q1732860) (← links)
• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (Q1737953) (← links)
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
• Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values (Q1995727) (← links)
• Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients (Q2021388) (← links)
• Long-time dynamics of stochastic lattice plate equations with nonlinear noise and damping (Q2025673) (← links)
• Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
• High-accuracy time discretization of stochastic fractional diffusion equation (Q2053379) (← links)
• Weak time discretization for slow-fast stochastic reaction-diffusion equations (Q2056199) (← links)
• Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
• Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations (Q2128624) (← links)
• Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component (Q2175323) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
• Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
• On the differentiability of solutions of stochastic evolution equations with respect to their initial values (Q2402695) (← links)
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
• Invariant measures for stochastic 3D Lagrangian-averaged Navier-Stokes equations with infinite delay (Q2684079) (← links)
• CLT for approximating ergodic limit of SPDEs via a full discretization (Q2685900) (← links)
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation (Q2792366) (← links)
• Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme (Q2967593) (← links)
• Stochastic heat equation and martingale differences (Q2979946) (← links)
• High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
• Asymptotic behavior of stochastic discrete wave equations with nonlinear noise and damping (Q3298953) (← links)
• Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777) (← links)
• Numerical ergodicity of two dimensional stochastic Navier-Stokes equations with Gaussian noise (Q6103625) (← links)