Pages that link to "Item:Q1868135"

The following pages link to Approximation for semilinear stochastic evolution equations (Q1868135):

Displaying 36 items.

• Full discretization of semilinear stochastic wave equations driven by multiplicative noise (Q2798658) (← links)
• Numerical solution of stochastic partial differential equations using a collocation method (Q2805139) (← links)
• On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (Q2949840) (← links)
• Localization errors in solving stochastic partial differential equations in the whole space (Q2981781) (← links)
• Weak order for the discretization of the stochastic heat equation (Q3055122) (← links)
• Weak approximation of stochastic partial differential equations: the nonlinear case (Q3081276) (← links)
• An Exponential Wagner--Platen Type Scheme for SPDEs (Q3188304) (← links)
• Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise (Q3552263) (← links)
• Cubature on Wiener space in infinite dimension (Q3560331) (← links)
• Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (Q3561862) (← links)
• Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators (Q4509161) (← links)
• Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise (Q4568060) (← links)
• Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
• Singular perturbation approximation for linear systems with Lévy noise (Q4584284) (← links)
• Crank--Nicolson Finite Element Approximations for a Linear Stochastic Fourth Order Equation with Additive Space-Time White Noise (Q4637510) (← links)
• Simulation of stochastic partial differential equations using finite element methods (Q4648584) (← links)
• (Q4794060) (← links)
• Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise (Q4902858) (← links)
• Numerical approximation of multiplicative SPDEs (Q4902868) (← links)
• Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
• (Q4965807) (← links)
• Approximating Stochastic Evolution Equations with Additive White and Rough Noises (Q4978201) (← links)
• Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation (Q5001384) (← links)
• (Q5071330) (← links)
• Energy estimates and model order reduction for stochastic bilinear systems (Q5133430) (← links)
• Application of the Method of Approximation of Iterated Ito Stochastic Integrals Based on Generalized Multiple Fourier Series to the High-Order Strong Numerical Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations (Q5204818) (← links)
• A mild Itô formula for SPDEs (Q5234473) (← links)
• NOTE ON ABSTRACT STOCHASTIC SEMILINEAR EVOLUTION EQUATIONS (Q5345815) (← links)
• On Convergence rate of Wiener-Ito expansion for generalized random variables (Q5485921) (← links)
• On the discretization in time of parabolic stochastic partial differential equations (Q5890275) (← links)
• An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
• Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
• Approximation of SPDE covariance operators by finite elements: a semigroup approach (Q6171557) (← links)
• A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary (Q6201365) (← links)
• Sparse series solutions of random boundary and initial value problems (Q6591674) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)