The following pages link to (Q5493534):
Displaying 25 items.
- Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation (Q333862) (← links)
- Approximations to the stochastic Burgers equation (Q413955) (← links)
- Numerical methods for stochastic partial differential equations with multiple scales (Q419602) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Exact and numerical solution of stochastic Burgers equations with variable coefficients (Q827473) (← links)
- Transient growth in stochastic Burgers flows (Q1634881) (← links)
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (Q1743400) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control (Q2084883) (← links)
- An approximate solution for stochastic Burgers' equation driven by white noise (Q2085012) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
- Point vortex approximation for 2D Navier-Stokes equations driven by space-time white noise (Q2208956) (← links)
- Higher order pathwise approximation for the stochastic Burgers' equation with additive noise (Q2228004) (← links)
- Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation (Q2273194) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (Q2628368) (← links)
- Optimal rate of convergence for stochastic Burgers-type equations (Q2629201) (← links)
- On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (Q2949840) (← links)
- Stochastic Gradient Descent in Continuous Time (Q4607057) (← links)
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
- Stochastic Burgers' equation on the real line: regularity and moment estimates (Q5086458) (← links)
- (Q5156894) (← links)
- Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation (Q6046203) (← links)
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (Q6197989) (← links)
- A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary (Q6201365) (← links)
