Pages that link to "Item:Q996817"
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The following pages link to An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817):
Displaying 16 items.
- An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← 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)
- Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations (Q1748584) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity (Q2010731) (← links)
- A Milstein scheme for SPDEs (Q2351803) (← links)
- Numerical solution of stochastic partial differential equations using a collocation method (Q2805139) (← links)
- An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865) (← links)
- A mild Itô formula for SPDEs (Q5234473) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)