[HTML][HTML] An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation
X Wang - Stochastic Processes and their Applications, 2020 - Elsevier
Abstract In Becker and Jentzen (2019) and Becker et al.(2017), an explicit temporal semi-
discretization scheme and a space–time full-discretization scheme were, respectively …
discretization scheme and a space–time full-discretization scheme were, respectively …
Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
X Wang - IMA Journal of Numerical Analysis, 2017 - academic.oup.com
The aim of this article is to provide further strong convergence results for a spatio-temporal
discretization of semilinear parabolic stochastic partial differential equations driven by …
discretization of semilinear parabolic stochastic partial differential equations driven by …
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems
C Beck, S Becker, P Cheridito, A Jentzen… - arXiv preprint arXiv …, 2020 - arxiv.org
In this article we introduce and study a deep learning based approximation algorithm for
solutions of stochastic partial differential equations (SPDEs). In the proposed approximation …
solutions of stochastic partial differential equations (SPDEs). In the proposed approximation …
Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
This article introduces and analyzes a new explicit, easily implementable, and full discrete
accelerated exponential Euler-type approximation scheme for additive space-time white …
accelerated exponential Euler-type approximation scheme for additive space-time white …
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference
discretization in space for approximating the solutions to a class of nonlinear stochastic heat …
discretization in space for approximating the solutions to a class of nonlinear stochastic heat …
Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
Recently, Kovács et al. considered a Mittag‐Leffler Euler integrator for a stochastic
semilinear Volterra integral‐differential equation with additive noise and proved the strong …
semilinear Volterra integral‐differential equation with additive noise and proved the strong …
Mittag--Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise
M Kovács, S Larsson, F Saedpanah - SIAM Journal on Numerical Analysis, 2020 - SIAM
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic
Volterra integro-differential equations, and their deterministic counterparts, are considered …
Volterra integro-differential equations, and their deterministic counterparts, are considered …
A modified semi–implicit Euler–Maruyama scheme for finite element discretization of SPDEs with additive noise
We consider the numerical approximation of a general second order semi–linear parabolic
stochastic partial differential equation (SPDE) driven by additive space-time noise. We …
stochastic partial differential equation (SPDE) driven by additive space-time noise. We …
Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and …
In this paper, we consider the numerical approximation of a general second order semilinear
stochastic spartial differential equation (SPDE) driven by multiplicative and additive noise …
stochastic spartial differential equation (SPDE) driven by multiplicative and additive noise …
Numerical Approximation to A Stochastic Parabolic PDE with Weak Galerkin Method.
H Zhu, Y Zou, S Chai, C Zhou - … : Theory, Methods & …, 2018 - search.ebscohost.com
The weak Galerkin finite element method is a class of recently and rapidly developed
numerical tools for approximating partial differential equations. Unlike the standard Galerkin …
numerical tools for approximating partial differential equations. Unlike the standard Galerkin …