Pages that link to "Item:Q3375545"
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The following pages link to A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations (Q3375545):
Displaying 11 items.
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- The role of coefficients of a general SPDE on the stability and convergence of a finite difference method (Q972748) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Numerical multi-scaling method to solve the linear stochastic partial differential equations (Q1993537) (← links)
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay (Q2118440) (← links)
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme (Q2137550) (← links)
- Stochastic hyperbolic systems, small perturbations and pathwise approximation (Q2215992) (← links)
- The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- A local discontinuous Galerkin method for nonlinear parabolic SPDEs (Q4958834) (← links)
- A reliable computational scheme for stochastic unsteady mixed convection flow of Casson nanofluid (Q6574190) (← links)