Strong and weak approximation of semilinear stochastic evolution equations
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Malliavin calculusGalerkin methodstochastic heat equationsemilinear stochastic evolution equationstrong errorweak error
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) PDEs with randomness, stochastic partial differential equations (35R60)
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- scientific article; zbMATH DE number 1981806
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
- Approximation for semilinear stochastic evolution equations
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
- Stochastic evolution equations in Hilbert spaces
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- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
- Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
- SPDE bridges with observation noise and their spatial approximation
- Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise
- Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
- A Galerkin finite element method for time-fractional stochastic heat equation
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation
- On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
- scientific article; zbMATH DE number 1868912 (Why is no real title available?)
- Global martingale solutions for a stochastic population cross-diffusion system
- Numerical approximation of stochastic time-fractional diffusion
- A fast mass-conserving explicit splitting method for the stochastic space-fractional nonlinear Schrödinger equation with multiplicative noise
- Optimal convergence analysis of a fully discrete scheme for the stochastic Stokes-Darcy equations
- \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs
- Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations
- Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs
- Malliavin regularity and weak approximation of semilinear SPDEs with Lévy noise
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- Online multiscale model reduction for nonlinear stochastic PDEs with multiplicative noise
- Wellposedness and regularity estimates for stochastic Cahn-Hilliard equation with unbounded noise diffusion
- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method
- Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise
- Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
- Newton's method for stochastic semilinear wave equations driven by multiplicative time‐space noise
- Strong solutions of semilinear stochastic partial differential equations
- Stochastic Navier-Stokes equations on a thin spherical domain
- Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
- A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs
- A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
- Galerkin finite element method for time-fractional stochastic diffusion equations
- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
- Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises
- Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Numerical study for time fractional stochastic semi linear advection diffusion equations
- Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation
- Lagrangian chaos and scalar advection in stochastic fluid mechanics
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
- On the Itô-Alekseev-Gröbner formula for stochastic differential equations
- On the regularity of weak solutions to space-time fractional stochastic heat equations
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation
- Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
- On parareal algorithms for semilinear parabolic stochastic PDEs
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
- Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise
- Stabilized variational formulations of Chorin-type and artificial compressibility methods for the stochastic Stokes-Darcy equations
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise
- Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise
- Numerical approximation of nonlinear SPDE's
- Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
- Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
- On initial value and terminal value problems for subdiffusive stochastic Rayleigh-Stokes equation
- Monte Carlo convergence rates for \(k\)th moments in Banach spaces
- Weak approximations of stochastic partial differential equations with fractional noise
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
- Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
- A class of Hilfer fractional stochastic differential equations and optimal controls
- Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
- Approximation of Hilbert-valued gaussians on Dirichlet structures
- Stochastic Volterra equations with Hölder diffusion coefficients
- Numerical solutions to time-fractional stochastic partial differential equations
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
- Existence and regularity of mild solutions to fractional stochastic evolution equations
- The notions of inertial balanced viscosity and inertial virtual viscosity solution for rate-independent systems
- Stability of Deep Neural Networks via Discrete Rough Paths
- Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise
- Stochastic Burgers' equation with fractional derivative driven by multiplicative noise
- Energy estimates and model order reduction for stochastic bilinear systems
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE
- Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise
- Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
- scientific article; zbMATH DE number 3858103 (Why is no real title available?)
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity
- Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
- Optimal analysis of finite element methods for the stochastic Stokes equations
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion
- A new type of singular perturbation approximation for stochastic bilinear systems
- A domain decomposition method for stochastic evolution equations
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
- Optimal control of a quasilinear parabolic equation and its time discretization
- The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
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