Pages that link to "Item:Q5398454"
From MaRDI portal
The following pages link to Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise (Q5398454):
Displaying 50 items.
- An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise (Q342928) (← links)
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224) (← links)
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise (Q494235) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations (Q680208) (← links)
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
- Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs (Q783662) (← links)
- Error estimates of finite element methods for fractional stochastic Navier-Stokes equations (Q824837) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Simulation of SPDEs for excitable media using finite elements (Q898420) (← links)
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Error estimates of finite element methods for nonlinear fractional stochastic differential equations (Q1712399) (← 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)
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930) (← links)
- Combined error estimates for local fluctuations of SPDEs (Q1987748) (← 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)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← 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)
- 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)
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise (Q2062275) (← links)
- Singularity formation in the deterministic and stochastic fractional Burgers equation (Q2083697) (← 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)
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- Spectral collocation method for stochastic partial differential equations with fractional Brownian motion (Q2226294) (← links)
- Identification of a time-dependent control parameter for a stochastic diffusion equation (Q2245739) (← links)
- A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (Q2293593) (← links)
- Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise (Q2316262) (← links)
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
- Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
- Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference (Q2420300) (← links)
- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations (Q2684435) (← links)
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← links)
- A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise (Q2696738) (← links)
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation (Q2792366) (← links)
- Analysis and approximation of stochastic nerve axon equations (Q2814447) (← links)
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise (Q2864598) (← links)
- An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
- Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise (Q4568060) (← links)
- (Q4965807) (← links)
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises (Q4978201) (← links)
- (Q5071330) (← links)
- Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
- Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion (Q6089601) (← links)
- Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
