Pages that link to "Item:Q4346961"
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The following pages link to Time-discretised Galerkin approximations of parabolic stochastic PDE's (Q4346961):
Displaying 40 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Approximation and model order reduction for second order systems with Levy-noise (Q260937) (← links)
- Finite difference schemes for linear stochastic integro-differential equations (Q312003) (← links)
- A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224) (← links)
- Spatial approximation of stochastic convolutions (Q534239) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Model reduction for stochastic systems (Q744878) (← links)
- A new type of singular perturbation approximation for stochastic bilinear systems (Q786046) (← links)
- The approximation of a Crank-Nicolson scheme for the stochastic Navier-Stokes equations (Q1003995) (← links)
- Pathwise Taylor schemes for random ordinary differential equations (Q1014903) (← links)
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
- On the splitting-up method and stochastic partial differential equations (Q1394518) (← links)
- Strong scheme for a stochastic Goursat problem. (Q1427648) (← links)
- A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere (Q1633625) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise (Q1728240) (← links)
- Stochastic adsorption--desorption problem for mass-spring systems in the nanotechnology (Q1774820) (← links)
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425) (← links)
- Stability of random attractors under perturbation and approximation (Q1867241) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Numerical multi-scaling method to solve the linear stochastic partial differential equations (Q1993537) (← links)
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
- \(L^2\)-regularity of solutions to linear backward stochastic heat equations, and a numerical application (Q2304327) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
- An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise (Q2410464) (← links)
- Space semi-discretisations for a stochastic wave equation (Q2498494) (← links)
- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations (Q2684435) (← links)
- Approximation of the soluticon of the stochastic navier-stokes equation<sup>∗</sup> (Q2710379) (← links)
- A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations (Q2804376) (← links)
- Weak order for the discretization of the stochastic heat equation (Q3055122) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
- Euler Scheme for a Stochastic Goursat Problem (Q3158137) (← links)
- An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
- Resolving the Multitude of Microscale Interactions Accurately Models Stochastic Partial Differential Equations (Q3430826) (← links)
- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
- Field Dynamics Inference for Local and Causal Interactions (Q6069938) (← links)
- A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary (Q6201365) (← links)