Pages that link to "Item:Q4920236"

The following pages link to Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise (Q4920236):

Displaying 45 items.

• An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise (Q342928) (← 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)
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
• Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation (Q695748) (← 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)
• Error estimates of finite element methods for fractional stochastic Navier-Stokes equations (Q824837) (← links)
• Simulation of SPDEs for excitable media using finite elements (Q898420) (← links)
• Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
• On the mild Itô formula in Banach spaces (Q1634873) (← links)
• Exponential integrators for nonlinear Schrödinger equations with white noise dispersion (Q1706673) (← 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)
• Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations (Q1756954) (← links)
• Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation (Q2006107) (← links)
• An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation (Q2007227) (← 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)
• Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q2048833) (← links)
• Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
• BAMPHI: matrix-free and transpose-free action of linear combinations of \(\varphi\)-functions from exponential integrators (Q2112711) (← 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)
• Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise (Q2187863) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients (Q2222076) (← links)
• Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
• A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (Q2293593) (← 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)
• Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference (Q2420300) (← links)
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
• Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise (Q2798658) (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
• A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations (Q5226660) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
• Approximated exponential integrators for the stochastic Manakov equation (Q6111238) (← links)
• On the convergence rate of the splitting-up scheme for rough partial differential equations (Q6161526) (← links)
• Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions (Q6177789) (← links)
• Resolvents of the Ito differential equations multiplicative with respect to the state vector (Q6185392) (← links)
• A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary (Q6201365) (← links)