:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Wan, Xiaoliang, Yu, Haijun
Format:	Preprint
Published:	2018
Subjects:	Numerical Analysis 60H35, 65N30
Online Access:	https://arxiv.org/abs/1810.04849
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Sparsity for parametric PDEs with log-gamma random inputs and applications
by: Dũng, Dinh, et al.
Published: (2026)

Piecewise-polynomial interpolations and quadratures for parametric PDEs with log-Laplace random inputs
by: Dũng, Dinh
Published: (2026)

Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
by: Bhar, Suprio, et al.
Published: (2025)

Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
by: Dou, Fangfang, et al.
Published: (2023)

A Multilevel Monte Carlo Virtual Element Method for Uncertainty Quantification of Elliptic Partial Differential Equations
by: Antonietti, Paola F., et al.
Published: (2026)

Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2023)

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)

Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps
by: Kelly, Cónall, et al.
Published: (2023)

A priori error estimates for finite element discretization of semilinear elliptic equations with non-Lipschitz nonlinearities
by: Vexler, Boris
Published: (2024)

Analysis and approximation of elliptic problems with Uhlenbeck structure in convex polytopes
by: Mengesha, Tadele, et al.
Published: (2024)

Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
by: Leimkuhler, B., et al.
Published: (2020)

Homogenization of nondivergence-form elliptic equations with discontinuous coefficients and finite element approximation of the homogenized problem
by: Sprekeler, Timo
Published: (2023)

Higher order numerical methods for SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2024)

Numerical approximation of SDEs driven by fractional Brownian motion for all $H\in(0,1)$ using WIS integration
by: Erdogan, Utku, et al.
Published: (2024)

Quasi-optimal nonconforming approximation of elliptic PDEs with contrasted coefficients and minimal regularity
by: Ern, Alexandre, et al.
Published: (2019)

Preserving invariant domains and strong approximation of stochastic differential equations
by: Erdogan, Utku, et al.
Published: (2025)

Explicit modified Euler approximations of the Aït-Sahalia type model with Poisson jumps
by: Jiang, Yingsong, et al.
Published: (2025)

Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
by: Jiang, Yingsong, et al.
Published: (2025)

Finite element and box-method discretizations for fractional elliptic problems with quadrature and mass lumping
by: Almeida-Sousa, Kelvin J. R., et al.
Published: (2026)

Strong convergence rate of the explicit adaptive time-stepping methods for stochastic diffusion systems with locally Lipschitz coefficients
by: Wen, Xueqi, et al.
Published: (2026)

Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
by: Zhu, Jingtao, et al.
Published: (2025)

High order approximations and simulation schemes for the log-Heston process
by: Alfonsi, Aurélien, et al.
Published: (2024)

Numerical Methods for Dynamical Low-Rank Approximations of Stochastic Differential Equations -- Part I: Time discretization
by: Kazashi, Yoshihito, et al.
Published: (2026)

A quasi-Monte Carlo multiscale method for the wave propagation in random media
by: Li, Panchi, et al.
Published: (2025)

Error analysis for a Crouzeix-Raviart approximation of the variable exponent Dirichlet problem
by: Balci, Anna Kh., et al.
Published: (2023)

Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit
by: Cui, Jianbo
Published: (2023)

Simultaneous spatial-parametric collocation approximation for parametric PDEs with log-normal random inputs
by: Dũng, Dinh
Published: (2025)

First-order greedy invariant-domain preserving approximation for hyperbolic problems: scalar conservation laws, and p-system
by: Guermond, Jean-Luc, et al.
Published: (2023)

Stochastic representation of solutions for the parabolic Cauchy problem with variable exponent coefficients
by: Avci, Mustafa
Published: (2025)

Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)

Adaptive deep density approximation for stochastic dynamical systems
by: He, Junjie, et al.
Published: (2024)

Mixed finite element approximation for non-divergence form elliptic equations with random input data
by: Mousavi, Amireh
Published: (2025)

Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)

Pathwise uniform convergence of numerical approximations for a two-dimensional stochastic Navier-Stokes equation with no-slip boundary conditions
by: Li, Binjie, et al.
Published: (2024)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)

Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
by: Jansson, Erik, et al.
Published: (2024)