Pages that link to "Item:Q739016"

The following pages link to Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise (Q739016):

Displaying 20 items.

• Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (Q304519) (← links)
• The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211) (← links)
• Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs (Q783662) (← links)
• Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise (Q1633324) (← 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)
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
• Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise (Q2008392) (← links)
• Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q2048833) (← links)
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616) (← links)
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
• Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
• Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
• A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation (Q2293593) (← links)
• A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise (Q2333229) (← links)
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097) (← 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)
• Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions (Q6177789) (← links)
• Weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic SPDEs driven by additive noise (Q6557147) (← links)
• On the Itô-Alekseev-Gröbner formula for stochastic differential equations (Q6596220) (← links)