Pages that link to "Item:Q4648584"
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The following pages link to Simulation of stochastic partial differential equations using finite element methods (Q4648584):
Displayed 27 items.
- Operator differential-algebraic equations with noise arising in fluid dynamics (Q521609) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions (Q1654643) (← links)
- The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations (Q1654737) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (Q1743400) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
- Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
- Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise (Q2801320) (← links)
- A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations (Q2804376) (← links)
- Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise (Q2956053) (← links)
- Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations (Q2957031) (← links)
- A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052) (← links)
- Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise (Q4568060) (← links)
- A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise (Q4569310) (← links)
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients (Q5038943) (← links)
- Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs (Q5114567) (← links)
- Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232) (← links)
- (Q5156894) (← links)
- Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)