Pages that link to "Item:Q2333224"

The following pages link to Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224):

Displaying 9 items.

• 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)
• A stochastic finite element method for stochastic parabolic equations driven by purely spatial noise (Q2790534) (← links)
• Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise (Q4920236) (← links)
• Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
• Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp> (Q6086360) (← links)
• Analyticity and sparsity in uncertainty quantification for PDEs with Gaussian random field inputs (Q6535058) (← links)
• Numerical analysis of finite element method for a stochastic active fluids model (Q6549550) (← links)
• On convergence of splitting-up algorithm for stochastic partial differential equations with jump (Q6665216) (← links)