Pages that link to "Item:Q3561862"
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The following pages link to Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (Q3561862):
Displaying 50 items.
- Stochastic steady-state Navier-Stokes equations with additive random noise (Q257106) (← links)
- Approximation and model order reduction for second order systems with Levy-noise (Q260937) (← links)
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
- An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise (Q342928) (← links)
- An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509) (← links)
- A random map implementation of implicit filters (Q423027) (← links)
- Numerical schemes for rough parabolic equations (Q434372) (← links)
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise (Q494235) (← links)
- Efficient simulation of nonlinear parabolic SPDEs with additive noise (Q549862) (← 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)
- Numerical solution of the Burgers equation with Neumann boundary noise (Q730530) (← links)
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
- Exponential integrators for stochastic Maxwell's equations driven by Itô noise (Q777551) (← links)
- A new type of singular perturbation approximation for stochastic bilinear systems (Q786046) (← links)
- Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations (Q894800) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
- Rare event simulation via importance sampling for linear SPDE's (Q1706675) (← links)
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise (Q1728240) (← 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)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Implicit sampling, with application to data assimilation (Q1943077) (← links)
- Multilevel ensemble Kalman filtering for spatio-temporal processes (Q1996221) (← links)
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation (Q2006107) (← links)
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise (Q2008392) (← links)
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise (Q2010246) (← links)
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
- Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q2186657) (← links)
- A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547) (← links)
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- Efficient computation of phi-functions in exponential integrators (Q2306400) (← 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)
- An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise (Q2410464) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
- An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
- Space-time methods for time-dependent partial differential equations. Abstracts from the workshop held February 6--12, 2022 (Q2693033) (← links)
- Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise (Q2798658) (← links)
