:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	E, Weinan, Ren, Weiqing, Vanden-Eijnden, Eric
Format:	Preprint
Published:	2002
Subjects:	Numerical Analysis 60-08, 60F10, 65C
Online Access:	https://arxiv.org/abs/math/0212415
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis
by: Tong, Shanyin, et al.
Published: (2020)

Parameter-Robust Preconditioners for A Four-Field Thermo-Poroelasticity Model
by: Cai, Mingchao, et al.
Published: (2025)

Stochastic Galerkin Method and Hierarchical Preconditioning for PDE-constrained Optimization
by: Li, Zhendong, et al.
Published: (2025)

Efficient parameter-robust preconditioners for linear poroelasticity and elasticity in the primal formulation
by: Huang, Weizhang, et al.
Published: (2025)

Deflation-based preconditioning for immersed finite element methods and immersogeometric analysis
by: Voet, Yannis, et al.
Published: (2026)

High-order DLM-ALE discretizations with robust operator preconditioning for fluid-rigid-body interaction
by: Xin, Qi, et al.
Published: (2026)

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
by: Debrabant, Kristian, et al.
Published: (2019)

Preconditioned Truncated Single-Sample Estimators for Scalable Stochastic Optimization
by: Xu, Tianshi, et al.
Published: (2025)

Dirichlet-Neumann Averaging: The DNA of Efficient Gaussian Process Simulation
by: Kutri, Robert, et al.
Published: (2024)

Stability of the Lanczos algorithm on matrices with regular spectral distributions
by: Chen, Tyler, et al.
Published: (2023)

On The Variance of Schatten $p$-Norm Estimation with Gaussian Sketching Matrices
by: Horesh, Lior, et al.
Published: (2024)

p-multigrid method for the discontinuous Galerkin discretization of elliptic problems
by: Lei, Nuo, et al.
Published: (2025)

High-Precision Framework for Expected Hitting Times Analysis in the Dice-Sum Process
by: Krityakierne, Tipaluck, et al.
Published: (2026)

Fast numerical solvers for parameter identification problems in mathematical biology
by: Benková, Karolína, et al.
Published: (2024)

Polynomial Preconditioning for the Action of the Matrix Square Root and Inverse Square Root
by: Frommer, Andreas, et al.
Published: (2024)

Robust preconditioning for an HDG discretization of the time-dependent Stokes equations
by: Henríquez, Esteban, et al.
Published: (2026)

A unifying approach to software and hardware design for scientific calculations and idempotent mathematics
by: Litvinov, Grigori, et al.
Published: (2001)

Mathematical and numerical methods for understanding immune cell motion during wound healing
by: Lupi, Giulia, et al.
Published: (2025)

BOLT: Block-Orthonormal Lanczos for Trace estimation of matrix functions
by: Yeon, Kingsley, et al.
Published: (2025)

Orthogonal gamma-based expansion for the CIR's first passage time distribution
by: Di Nardo, Elvira, et al.
Published: (2024)

Fast and Inverse-Free Algorithms for Deflating Subspaces
by: Demmel, James, et al.
Published: (2023)

A family of high-order accurate contour integral methods for strongly continuous semigroups
by: Horning, Andrew, et al.
Published: (2024)

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)

Numerical Analysis of a Bio-Polymerization Model
by: Balooch, Ali, et al.
Published: (2025)

Idempotent mathematics and interval analysis
by: Litvinov, Grigori, et al.
Published: (1999)

Symplectic methods for stochastic Hamiltonian systems: asymptotic error distributions and Hamiltonian-specific analysis
by: Chen, Chuchu, et al.
Published: (2025)

Sharp Convergence Rates and Optimal Weights for Cimmino's Reflection Algorithm
by: Sharma, Hemant
Published: (2026)

Towards understanding CG and GMRES through examples
by: Carson, Erin, et al.
Published: (2022)

A Krylov projection algorithm for large symmetric matrices with dense spectra
by: Druskin, Vladimir, et al.
Published: (2025)

Monotonicity, bounds and extrapolation of Block-Gauss and Gauss-Radau quadrature for computing $B^T ϕ(A) B$
by: Zimmerling, Jörn, et al.
Published: (2024)

Error Estimates for the Arnoldi Approximation of a Matrix Square Root
by: Adler, James H., et al.
Published: (2025)

Beyond Expectation: Concentration Inequalities for Randomized Iterative Methods
by: Anderson, Toby, et al.
Published: (2025)

GMRES with randomized sketching and deflated restarting
by: Burke, Liam, et al.
Published: (2023)

Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)

Preservation of structural properties of the CIR model by θ-Milstein schemes
by: Llamazares-Elias, Samir, et al.
Published: (2024)

Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
by: Liu, Zhihui, et al.
Published: (2024)

Boundary-preserving Lamperti-splitting schemes for some Stochastic Differential Equations
by: Ulander, Johan
Published: (2023)

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

Sequential discretisation schemes for a class of stochastic differential equations and their application to Bayesian filtering
by: Akyildiz, Deniz, et al.
Published: (2022)

Stochastic gradient descent for streaming linear and rectified linear systems with adversarial corruptions
by: Jeong, Halyun, et al.
Published: (2024)