The following pages link to (Q4826106):
Displaying 50 items.
- An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095) (← links)
- Layer methods for stochastic Navier-Stokes equations using simplest characteristics (Q268290) (← links)
- High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (Q304519) (← links)
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations (Q340902) (← links)
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- On the convergence rate of the unscented transformation (Q380016) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
- Numerical methods for hyperbolic SPDEs: a Wiener chaos approach (Q483625) (← links)
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090) (← links)
- Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition (Q618567) (← links)
- Motion correction of a statistically uncertain system under communication constraints (Q643750) (← links)
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
- Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach (Q766226) (← links)
- Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target (Q777579) (← links)
- Modeling and analysis of output processes of linear continuous stochastic systems based on orthogonal expansions of random functions (Q786158) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
- Simulation of diffusions by means of importance sampling paradigm (Q990386) (← links)
- Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters (Q1001496) (← links)
- Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter (Q1615200) (← links)
- Ermakov-Ray-Reid systems with additive noise (Q1618813) (← links)
- General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
- Numerical solution for the non-linear Dirichlet problem of a branching process (Q1683731) (← links)
