Pages that link to "Item:Q627037"
From MaRDI portal
The following pages link to The numerical approximation of stochastic partial differential equations (Q627037):
Displaying 50 items.
- Robust stabilization design of nonlinear stochastic partial differential systems: fuzzy approach (Q279357) (← links)
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (Q304519) (← links)
- Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation (Q333862) (← links)
- An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise (Q368100) (← links)
- Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224) (← links)
- Numerical schemes for rough parabolic equations (Q434372) (← links)
- Numerical solution of stochastic hyperbolic equations (Q448832) (← links)
- Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627) (← links)
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
- A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions (Q555339) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations (Q680208) (← links)
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Faedo-Galerkin approximate solutions of a neutral stochastic fractional differential equation with finite delay (Q1631435) (← links)
- Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces (Q1643840) (← links)
- Brownian dynamics of rigid particles in an incompressible fluctuating fluid by a meshfree method (Q1646821) (← links)
- Computational singular perturbation analysis of stochastic chemical systems with stiffness (Q1685440) (← links)
- Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
- A dynamical polynomial chaos approach for long-time evolution of SPDEs (Q1693454) (← links)
- Exponential integrators for nonlinear Schrödinger equations with white noise dispersion (Q1706673) (← links)
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- An approximation of semigroups method for stochastic parabolic equations (Q1938273) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Combined error estimates for local fluctuations of SPDEs (Q1987748) (← links)
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation (Q2006107) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Numerical study for time fractional stochastic semi linear advection diffusion equations (Q2128162) (← links)
- A Koopman framework for rare event simulation in stochastic differential equations (Q2133784) (← links)
- On generating fully discrete samples of the stochastic heat equation on an interval (Q2173358) (← links)
- Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions (Q2199795) (← links)
- Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients (Q2222076) (← links)
- Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises (Q2226263) (← 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)
- Numerical solutions to time-fractional stochastic partial differential equations (Q2274160) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
- An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
- Analysis and approximation of stochastic nerve axon equations (Q2814447) (← links)
- An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
- The approximate solution of one dimensional stochastic evolution equations by meshless methods (Q5080084) (← links)
- Numerical approximation of stochastic time-fractional diffusion (Q5242221) (← links)
- Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion (Q6089601) (← links)
