Pages that link to "Item:Q627037"

The following pages link to The numerical approximation of stochastic partial differential equations (Q627037):

Displaying 46 items.

• Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
• Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference (Q2420300) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156) (← links)
• An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
• On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
• SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
• Analysis and approximation of stochastic nerve axon equations (Q2814447) (← links)
• Approximation of stochastic advection diffusion equations with finite difference scheme (Q2816532) (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
• Numerical procedures for sample structures on stochastic differential equations (Q3204017) (← links)
• Numerical analysis of the stochastic Stokes equations of Wick type (Q3418132) (← links)
• On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
• Some remarks on the numerical approximation of stochastic differential equations (Q3533907) (← links)
• Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations (Q3578046) (← links)
• (Q3633934) (← links)
• (Q3823582) (← links)
• (Q3995945) (← links)
• (Q4434783) (← links)
• Analysis on the stability of numerical schemes for a class of stochastic partial differential systems (Q4641552) (← links)
• SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
• Simulation of stochastic partial differential equations using finite element methods (Q4648584) (← links)
• A numerical scheme for stochastic PDEs with Gevrey regularity (Q4653107) (← links)
• (Q4705071) (← links)
• (Q4829110) (← links)
• Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise (Q4902858) (← 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)
• The approximate solution of one dimensional stochastic evolution equations by meshless methods (Q5080084) (← links)
• Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943) (← links)
• (Q5195357) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• Numerical approximation of stochastic time-fractional diffusion (Q5242221) (← links)
• (Q5260589) (← links)
• Numerical approximation of invariant measures for hybrid diffusion systems (Q5274099) (← links)
• (Q5493534) (← links)
• (Q5506136) (← links)
• Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients (Q5700310) (← links)
• Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations (Q6046012) (← links)
• Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion (Q6089601) (← links)
• Approximated exponential integrators for the stochastic Manakov equation (Q6111238) (← links)
• Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)
• Temporal approximation of stochastic evolution equations with irregular nonlinearities (Q6544528) (← links)
• A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs (Q6585377) (← links)
• A class of space-time discretizations for the stochastic \(p\)-Stokes system (Q6615508) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
• A note on single-step difference scheme for the solution of stochastic differential equation (Q6634948) (← links)