Pages that link to "Item:Q5470885"

The following pages link to Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations (Q5470885):

Displaying 29 items.

• A local discontinuous Galerkin method for nonlinear parabolic SPDEs (Q4958834) (← links)
• Approximating Stochastic Evolution Equations with Additive White and Rough Noises (Q4978201) (← links)
• A Weak Galerkin Method with RT Elements for a Stochastic Parabolic Differential Equation (Q4983627) (← links)
• Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems (Q5009345) (← links)
• Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs (Q5118854) (← links)
• (Q5156894) (← links)
• A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations (Q5226660) (← links)
• Descriptions, Discretizations, and Comparisons of Time/Space Colored and White Noise Forcings of the Navier--Stokes Equations (Q5230661) (← links)
• Numerical approximation of stochastic time-fractional diffusion (Q5242221) (← links)
• On Convergence rate of Wiener-Ito expansion for generalized random variables (Q5485921) (← links)
• Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
• Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
• Numerical approximation of nonlinear SPDE's (Q6062437) (← links)
• An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220) (← links)
• Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> (Q6086360) (← links)
• Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion (Q6089601) (← links)
• Euler-Maruyama approximations of the stochastic heat equation on the sphere (Q6120387) (← links)
• Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation (Q6150470) (← links)
• Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
• Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise (Q6175731) (← links)
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (Q6197989) (← links)
• Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise (Q6494501) (← links)
• Temporal second-order difference schemes for the nonlinear time-fractional mixed sub-diffusion and diffusion-wave equation with delay (Q6558858) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
• Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data (Q6649848) (← links)
• A domain decomposition method for stochastic evolution equations (Q6652416) (← links)
• Optimal analysis of finite element methods for the stochastic Stokes equations (Q6657183) (← links)