Pages that link to "Item:Q1633324"

The following pages link to Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324):

Displaying 19 items.

• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
• A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise (Q494235) (← links)
• The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211) (← links)
• Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016) (← links)
• Simulation of SPDEs for excitable media using finite elements (Q898420) (← links)
• Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677) (← links)
• Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation (Q2006107) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients (Q2222076) (← links)
• Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme (Q2301407) (← links)
• Exponential moments for numerical approximations of stochastic partial differential equations (Q2315123) (← links)
• A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
• Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (Q3561862) (← links)
• Convergence of a method based on the exponential integrator and Fourier spectral discretization for stiff stochastic PDEs (Q4611165) (← links)
• Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise (Q4920236) (← links)
• Weak exponential schemes for stochastic differential equations with additive noise (Q5316912) (← links)
• Spectral Element Methods for Stochastic Differential Equations with Additive Noise (Q5381736) (← links)
• Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs (Q5879401) (← links)
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)