Pages that link to "Item:Q5943716"

The following pages link to Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs (Q5943716):

Displaying 28 items.

• An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Weak approximation of the stochastic wave equation (Q711221) (← links)
• A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure (Q855292) (← links)
• An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
• Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
• A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere (Q1633625) (← links)
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations (Q1654737) (← links)
• A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
• Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
• Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425) (← links)
• Stability of random attractors under perturbation and approximation (Q1867241) (← links)
• Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
• Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
• Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (Q2628368) (← links)
• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations (Q2804376) (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
• MCMC METHODS FOR DIFFUSION BRIDGES (Q3545965) (← links)
• Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise (Q3552263) (← links)
• Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (Q3561862) (← links)
• Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
• Online Multiscale Model Reduction for Nonlinear Stochastic PDEs with Multiplicative Noise (Q5050433) (← links)
• An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients (Q5741665) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)