Butkovsky, Oleg; Dareiotis, Konstantinos; Gerencsér, Máté Optimal rate of convergence for approximations of SPDEs with nonregular drift. (English) Zbl 1514.60072 SIAM J. Numer. Anal. 61, No. 2, 1103-1137 (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H15 60H50 60H35 35R60 35K57 PDFBibTeX XMLCite \textit{O. Butkovsky} et al., SIAM J. Numer. Anal. 61, No. 2, 1103--1137 (2023; Zbl 1514.60072) Full Text: DOI arXiv
Kaliuzhnyi-Verbovetskyi, Dmitry; Medvedev, Georgi S. Sparse Monte Carlo method for nonlocal diffusion problems. (English) Zbl 1502.65125 SIAM J. Numer. Anal. 60, No. 6, 3001-3028 (2022). Reviewer: Piotr Biler (Wrocław) MSC: 65M60 65M75 60H15 65C05 65M12 65M15 PDFBibTeX XMLCite \textit{D. Kaliuzhnyi-Verbovetskyi} and \textit{G. S. Medvedev}, SIAM J. Numer. Anal. 60, No. 6, 3001--3028 (2022; Zbl 1502.65125) Full Text: DOI arXiv
Cui, Jianbo; Hong, Jialin; Sun, Liying Strong convergence of full discretization for stochastic Cahn-Hilliard equation driven by additive noise. (English) Zbl 1480.60196 SIAM J. Numer. Anal. 59, No. 6, 2866-2899 (2021). MSC: 60H35 35R60 60H15 PDFBibTeX XMLCite \textit{J. Cui} et al., SIAM J. Numer. Anal. 59, No. 6, 2866--2899 (2021; Zbl 1480.60196) Full Text: DOI
Breit, Dominic; Hofmanová, Martina; Loisel, Sébastien Space-time approximation of stochastic \(p\)-Laplace-type systems. (English) Zbl 1496.65156 SIAM J. Numer. Anal. 59, No. 4, 2218-2236 (2021). MSC: 65M60 65M06 65N30 65N15 65N12 35K55 35K65 35K92 35A01 35A02 60H15 PDFBibTeX XMLCite \textit{D. Breit} et al., SIAM J. Numer. Anal. 59, No. 4, 2218--2236 (2021; Zbl 1496.65156) Full Text: DOI arXiv
Chen, Chuchu A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations. (English) Zbl 1470.60178 SIAM J. Numer. Anal. 59, No. 4, 2197-2217 (2021). MSC: 60H15 35Q61 PDFBibTeX XMLCite \textit{C. Chen}, SIAM J. Numer. Anal. 59, No. 4, 2197--2217 (2021; Zbl 1470.60178) Full Text: DOI arXiv
Banjai, Lehel; Lord, Gabriel; Molla, Jeta Strong convergence of a Verlet integrator for the semilinear stochastic wave equation. (English) Zbl 1471.60094 SIAM J. Numer. Anal. 59, No. 4, 1976-2003 (2021). Reviewer: Feng-Yu Wang (Swansea) MSC: 60H15 60H35 65C30 65C20 65M60 35L05 35L76 35R60 PDFBibTeX XMLCite \textit{L. Banjai} et al., SIAM J. Numer. Anal. 59, No. 4, 1976--2003 (2021; Zbl 1471.60094) Full Text: DOI arXiv
Qi, Ruisheng; Wang, Xiaojie Error estimates of semidiscrete and fully discrete finite element methods for the Cahn-Hilliard-cook equation. (English) Zbl 07210675 SIAM J. Numer. Anal. 58, No. 3, 1613-1653 (2020). MSC: 65C30 60H35 60H15 PDFBibTeX XMLCite \textit{R. Qi} and \textit{X. Wang}, SIAM J. Numer. Anal. 58, No. 3, 1613--1653 (2020; Zbl 07210675) Full Text: DOI arXiv
Griebel, Michael; Harbrecht, Helmut; Multerer, Michael D. Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains. (English) Zbl 1434.65256 SIAM J. Numer. Anal. 58, No. 1, 684-705 (2020). MSC: 65N30 65D32 60H15 60H35 65N15 35B65 35R60 PDFBibTeX XMLCite \textit{M. Griebel} et al., SIAM J. Numer. Anal. 58, No. 1, 684--705 (2020; Zbl 1434.65256) Full Text: DOI arXiv
Kovács, Mihály; Larsson, Stig; Saedpanah, Fardin Mittag-Leffler Euler integrator for a stochastic fractional order equation with additive noise. (English) Zbl 1429.65018 SIAM J. Numer. Anal. 58, No. 1, 66-85 (2020). MSC: 65C30 60H15 60H35 34A08 45D05 45K05 65M12 65M60 PDFBibTeX XMLCite \textit{M. Kovács} et al., SIAM J. Numer. Anal. 58, No. 1, 66--85 (2020; Zbl 1429.65018) Full Text: DOI arXiv
Cui, Jianbo; Hong, Jialin Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient. (English) Zbl 1420.60093 SIAM J. Numer. Anal. 57, No. 4, 1815-1841 (2019). MSC: 60H35 60H15 65M15 PDFBibTeX XMLCite \textit{J. Cui} and \textit{J. Hong}, SIAM J. Numer. Anal. 57, No. 4, 1815--1841 (2019; Zbl 1420.60093) Full Text: DOI arXiv
Chen, Chuchu; Hong, Jialin; Ji, Lihai Mean-square convergence of a semidiscrete scheme for stochastic Maxwell equations. (English) Zbl 1422.60112 SIAM J. Numer. Anal. 57, No. 2, 728-750 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 35Q61 PDFBibTeX XMLCite \textit{C. Chen} et al., SIAM J. Numer. Anal. 57, No. 2, 728--750 (2019; Zbl 1422.60112) Full Text: DOI arXiv
Chen, Chuchu; Hong, Jialin; Ji, Lihai Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise. (English) Zbl 1479.60124 SIAM J. Numer. Anal. 57, No. 2, 702-727 (2019). MSC: 60H15 35Q61 PDFBibTeX XMLCite \textit{C. Chen} et al., SIAM J. Numer. Anal. 57, No. 2, 702--727 (2019; Zbl 1479.60124) Full Text: DOI arXiv
Guignard, Diane; Nobile, Fabio A posteriori error estimation for the stochastic collocation finite element method. (English) Zbl 1402.65159 SIAM J. Numer. Anal. 56, No. 5, 3121-3143 (2018). MSC: 65N30 65C30 60H15 65N15 PDFBibTeX XMLCite \textit{D. Guignard} and \textit{F. Nobile}, SIAM J. Numer. Anal. 56, No. 5, 3121--3143 (2018; Zbl 1402.65159) Full Text: DOI
Leonhard, Claudine; Rößler, Andreas Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise. (English) Zbl 1432.65161 SIAM J. Numer. Anal. 56, No. 4, 2585-2622 (2018). MSC: 65M75 60H35 60H15 35R60 65M12 PDFBibTeX XMLCite \textit{C. Leonhard} and \textit{A. Rößler}, SIAM J. Numer. Anal. 56, No. 4, 2585--2622 (2018; Zbl 1432.65161) Full Text: DOI arXiv
Cui, Jianbo; Hong, Jialin Analysis of a splitting scheme for damped stochastic nonlinear Schrödinger equation with multiplicative noise. (English) Zbl 1391.60165 SIAM J. Numer. Anal. 56, No. 4, 2045-2069 (2018). MSC: 60H35 35Q55 60H15 65M12 PDFBibTeX XMLCite \textit{J. Cui} and \textit{J. Hong}, SIAM J. Numer. Anal. 56, No. 4, 2045--2069 (2018; Zbl 1391.60165) Full Text: DOI arXiv
Furihata, Daisuke; Kovács, Mihály; Larsson, Stig; Lindgren, Fredrik Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation. (English) Zbl 1390.60231 SIAM J. Numer. Anal. 56, No. 2, 708-731 (2018). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{D. Furihata} et al., SIAM J. Numer. Anal. 56, No. 2, 708--731 (2018; Zbl 1390.60231) Full Text: DOI arXiv
Motamed, Mohammad; Appelö, Daniel A multiorder discontinuous Galerkin Monte Carlo method for hyperbolic problems with stochastic parameters. (English) Zbl 1382.65022 SIAM J. Numer. Anal. 56, No. 1, 448-468 (2018). MSC: 65C30 60H15 60H35 35R60 65C05 65M60 35L20 PDFBibTeX XMLCite \textit{M. Motamed} and \textit{D. Appelö}, SIAM J. Numer. Anal. 56, No. 1, 448--468 (2018; Zbl 1382.65022) Full Text: DOI
Li, Yajing; Wang, Yejuan; Deng, Weihua Galerkin finite element approximations for stochastic space-time fractional wave equations. (English) Zbl 1380.65017 SIAM J. Numer. Anal. 55, No. 6, 3173-3202 (2017). MSC: 65C30 65M60 35L05 35R11 35R60 60H15 PDFBibTeX XMLCite \textit{Y. Li} et al., SIAM J. Numer. Anal. 55, No. 6, 3173--3202 (2017; Zbl 1380.65017) Full Text: DOI arXiv
Bachmayr, Markus; Cohen, Albert; Dũng, Dinh; Schwab, Christoph Fully discrete approximation of parametric and stochastic elliptic PDEs. (English) Zbl 1377.65005 SIAM J. Numer. Anal. 55, No. 5, 2151-2186 (2017). MSC: 65C30 60H15 35R60 60H35 65N30 65T60 65N12 PDFBibTeX XMLCite \textit{M. Bachmayr} et al., SIAM J. Numer. Anal. 55, No. 5, 2151--2186 (2017; Zbl 1377.65005) Full Text: DOI arXiv
Cao, Yanzhao; Hong, Jialin; Liu, Zhihui Approximating stochastic evolution equations with additive white and rough noises. (English) Zbl 1373.60124 SIAM J. Numer. Anal. 55, No. 4, 1958-1981 (2017). Reviewer: Martin Ondreját (Praha) MSC: 60H35 60H15 65M60 60G22 PDFBibTeX XMLCite \textit{Y. Cao} et al., SIAM J. Numer. Anal. 55, No. 4, 1958--1981 (2017; Zbl 1373.60124) Full Text: DOI arXiv
Feng, Xiaobing; Li, Yukun; Zhang, Yi Finite element methods for the stochastic Allen-Cahn equation with gradient-type multiplicative noise. (English) Zbl 1357.65010 SIAM J. Numer. Anal. 55, No. 1, 194-216 (2017). MSC: 65C30 60H15 60H35 35R60 35Q35 65M60 PDFBibTeX XMLCite \textit{X. Feng} et al., SIAM J. Numer. Anal. 55, No. 1, 194--216 (2017; Zbl 1357.65010) Full Text: DOI arXiv
Chen, Chuchu; Hong, Jialin Symplectic Runge-Kutta semidiscretization for stochastic Schrödinger equation. (English) Zbl 1347.65010 SIAM J. Numer. Anal. 54, No. 4, 2569-2593 (2016). MSC: 65C30 60H15 35R60 65M12 35Q55 37H10 60H35 65M20 65P10 37M15 PDFBibTeX XMLCite \textit{C. Chen} and \textit{J. Hong}, SIAM J. Numer. Anal. 54, No. 4, 2569--2593 (2016; Zbl 1347.65010) Full Text: DOI arXiv
Dick, Josef; Kuo, Frances Y.; Le Gia, Quoc T.; Schwab, Christoph Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations. (English) Zbl 1347.65012 SIAM J. Numer. Anal. 54, No. 4, 2541-2568 (2016). MSC: 65C30 60H15 35J47 35R60 65C05 65N30 65N12 65N15 PDFBibTeX XMLCite \textit{J. Dick} et al., SIAM J. Numer. Anal. 54, No. 4, 2541--2568 (2016; Zbl 1347.65012) Full Text: DOI arXiv
Piggott, M. J.; Solo, V. Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\). (English) Zbl 1347.65015 SIAM J. Numer. Anal. 54, No. 4, 2490-2516 (2016). MSC: 65C30 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{M. J. Piggott} and \textit{V. Solo}, SIAM J. Numer. Anal. 54, No. 4, 2490--2516 (2016; Zbl 1347.65015) Full Text: DOI
Becker, Sebastian; Jentzen, Arnulf; Kloeden, Peter E. An exponential Wagner-Platen type scheme for SPDEs. (English) Zbl 1345.60068 SIAM J. Numer. Anal. 54, No. 4, 2389-2426 (2016). MSC: 60H35 60H15 65C30 60F15 PDFBibTeX XMLCite \textit{S. Becker} et al., SIAM J. Numer. Anal. 54, No. 4, 2389--2426 (2016; Zbl 1345.60068) Full Text: DOI arXiv
Gess, Benjamin; Perthame, Benoît; Souganidis, Panagiotis E. Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes. (English) Zbl 1345.60069 SIAM J. Numer. Anal. 54, No. 4, 2187-2209 (2016). MSC: 60H35 60H15 65C30 65M12 35R60 35L65 PDFBibTeX XMLCite \textit{B. Gess} et al., SIAM J. Numer. Anal. 54, No. 4, 2187--2209 (2016; Zbl 1345.60069) Full Text: DOI arXiv
Anton, Rikard; Cohen, David; Larsson, Stig; Wang, Xiaojie Full discretization of semilinear stochastic wave equations driven by multiplicative noise. (English) Zbl 1336.65008 SIAM J. Numer. Anal. 54, No. 2, 1093-1119 (2016). MSC: 65C30 60H15 60H35 35R60 65M60 PDFBibTeX XMLCite \textit{R. Anton} et al., SIAM J. Numer. Anal. 54, No. 2, 1093--1119 (2016; Zbl 1336.65008) Full Text: DOI arXiv
Engblom, Stefan Strong convergence for split-step methods in stochastic jump kinetics. (English) Zbl 1330.65015 SIAM J. Numer. Anal. 53, No. 6, 2655-2676 (2015). MSC: 65C30 92C45 60H15 60H35 60J28 60J22 35R60 65C40 PDFBibTeX XMLCite \textit{S. Engblom}, SIAM J. Numer. Anal. 53, No. 6, 2655--2676 (2015; Zbl 1330.65015) Full Text: DOI arXiv
Bélanger-Rioux, R.; Demanet, L. Compressed absorbing boundary conditions via matrix probing. (English) Zbl 1326.65057 SIAM J. Numer. Anal. 53, No. 5, 2441-2471 (2015). MSC: 65F35 35J05 65C30 35R60 60H15 60H35 PDFBibTeX XMLCite \textit{R. Bélanger-Rioux} and \textit{L. Demanet}, SIAM J. Numer. Anal. 53, No. 5, 2441--2471 (2015; Zbl 1326.65057) Full Text: DOI arXiv
Zhang, Zhongqiang; Tretyakov, Michael V.; Rozovskii, Boris; Karniadakis, George E. Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise. (English) Zbl 1327.60133 SIAM J. Numer. Anal. 53, No. 1, 153-183 (2015). MSC: 60H35 60H15 35R60 65C30 60H40 PDFBibTeX XMLCite \textit{Z. Zhang} et al., SIAM J. Numer. Anal. 53, No. 1, 153--183 (2015; Zbl 1327.60133) Full Text: DOI arXiv Link
Chassagneux, Jean-François; Richou, Adrien Numerical stability analysis of the Euler scheme for BSDEs. (English) Zbl 1311.93088 SIAM J. Numer. Anal. 53, No. 2, 1172-1193 (2015). MSC: 93E20 65C99 60H30 60H15 PDFBibTeX XMLCite \textit{J.-F. Chassagneux} and \textit{A. Richou}, SIAM J. Numer. Anal. 53, No. 2, 1172--1193 (2015; Zbl 1311.93088) Full Text: DOI arXiv
Kornhuber, Ralf; Schwab, Christoph; Wolf, Maren-Wanda Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities. (English) Zbl 1320.65176 SIAM J. Numer. Anal. 52, No. 3, 1243-1268 (2014). MSC: 65N30 65C05 65C30 65N55 60H15 65K15 65N75 PDFBibTeX XMLCite \textit{R. Kornhuber} et al., SIAM J. Numer. Anal. 52, No. 3, 1243--1268 (2014; Zbl 1320.65176) Full Text: DOI Link
Kovács, Mihály; Larsson, Stig; Mesforush, Ali Erratum: “Finite element approximation of the Cahn-Hilliard-Cook equation”. (English) Zbl 1305.65015 SIAM J. Numer. Anal. 52, No. 5, 2594-2597 (2014). MSC: 65C30 65M60 60H15 60H35 35Q35 35R60 65M15 65M12 PDFBibTeX XMLCite \textit{M. Kovács} et al., SIAM J. Numer. Anal. 52, No. 5, 2594--2597 (2014; Zbl 1305.65015) Full Text: DOI
Gazeau, Maxime Probability and pathwise order of convergence of a semidiscrete scheme for the stochastic Manakov equation. (English) Zbl 1301.60075 SIAM J. Numer. Anal. 52, No. 1, 533-553 (2014). Reviewer: Toader Morozan (Bucureşti) MSC: 60H15 35Q55 65M15 PDFBibTeX XMLCite \textit{M. Gazeau}, SIAM J. Numer. Anal. 52, No. 1, 533--553 (2014; Zbl 1301.60075) Full Text: DOI arXiv
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi A weighted reduced basis method for elliptic partial differential equations with random input data. (English) Zbl 1288.65007 SIAM J. Numer. Anal. 51, No. 6, 3163-3185 (2013). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 65N35 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{P. Chen} et al., SIAM J. Numer. Anal. 51, No. 6, 3163--3185 (2013; Zbl 1288.65007) Full Text: DOI Link
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi Stochastic optimal Robin boundary control problems of advection-dominated elliptic equations. (English) Zbl 1281.49015 SIAM J. Numer. Anal. 51, No. 5, 2700-2722 (2013). MSC: 49J55 49J20 49M25 60H15 65K10 65C30 93E20 35J20 PDFBibTeX XMLCite \textit{P. Chen} et al., SIAM J. Numer. Anal. 51, No. 5, 2700--2722 (2013; Zbl 1281.49015) Full Text: DOI
Frey, Rüdiger; Schmidt, Thorsten; Xu, Ling On Galerkin approximations for the Zakai equation with diffusive and point process observations. (English) Zbl 1274.60129 SIAM J. Numer. Anal. 51, No. 4, 2036-2062 (2013). MSC: 60G35 60H15 65C30 93E11 PDFBibTeX XMLCite \textit{R. Frey} et al., SIAM J. Numer. Anal. 51, No. 4, 2036--2062 (2013; Zbl 1274.60129) Full Text: DOI arXiv
Liu, Jie Order of convergence of splitting schemes for both deterministic and stochastic nonlinear Schrödinger equations. (English) Zbl 1274.60220 SIAM J. Numer. Anal. 51, No. 4, 1911-1932 (2013). MSC: 60H35 65M12 60H15 35Q55 PDFBibTeX XMLCite \textit{J. Liu}, SIAM J. Numer. Anal. 51, No. 4, 1911--1932 (2013; Zbl 1274.60220) Full Text: DOI
Bréhier, Charles-Edouard Analysis of an HMM time-discretization scheme for a system of stochastic PDEs. (English) Zbl 1270.60074 SIAM J. Numer. Anal. 51, No. 2, 1185-1210 (2013). MSC: 60H35 60H15 70K70 65C20 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, SIAM J. Numer. Anal. 51, No. 2, 1185--1210 (2013; Zbl 1270.60074) Full Text: DOI arXiv
Blömker, Dirk; Jentzen, Arnulf Galerkin approximations for the stochastic Burgers equation. (English) Zbl 1267.60071 SIAM J. Numer. Anal. 51, No. 1, 694-715 (2013). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H35 65C30 35K90 PDFBibTeX XMLCite \textit{D. Blömker} and \textit{A. Jentzen}, SIAM J. Numer. Anal. 51, No. 1, 694--715 (2013; Zbl 1267.60071) Full Text: DOI arXiv
Cohen, David; Larsson, Stig; Sigg, Magdalena A trigonometric method for the linear stochastic wave equation. (English) Zbl 1273.65010 SIAM J. Numer. Anal. 51, No. 1, 204-222 (2013). MSC: 65C30 65C20 60H10 60H15 60H35 PDFBibTeX XMLCite \textit{D. Cohen} et al., SIAM J. Numer. Anal. 51, No. 1, 204--222 (2013; Zbl 1273.65010) Full Text: DOI arXiv
Kuo, Frances Y.; Schwab, Christoph; Sloan, Ian H. Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients. (English) Zbl 1271.65017 SIAM J. Numer. Anal. 50, No. 6, 3351-3374 (2012). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 65N30 60H15 35R60 60H35 35J25 65C05 65N15 PDFBibTeX XMLCite \textit{F. Y. Kuo} et al., SIAM J. Numer. Anal. 50, No. 6, 3351--3374 (2012; Zbl 1271.65017) Full Text: DOI Link
Carelli, Erich; Hausenblas, Erika; Prohl, Andreas Time-splitting methods to solve the stochastic incompressible Stokes equation. (English) Zbl 1262.60065 SIAM J. Numer. Anal. 50, No. 6, 2917-2939 (2012). MSC: 60H35 60H15 65M12 65M60 76D07 PDFBibTeX XMLCite \textit{E. Carelli} et al., SIAM J. Numer. Anal. 50, No. 6, 2917--2939 (2012; Zbl 1262.60065) Full Text: DOI Link
Dunst, Thomas; Hausenblas, Erika; Prohl, Andreas Approximate Euler method for parabolic stochastic partial differential equations driven by space-time Lévy noise. (English) Zbl 1262.60066 SIAM J. Numer. Anal. 50, No. 6, 2873-2896 (2012). MSC: 60H35 60H15 65C30 35R30 PDFBibTeX XMLCite \textit{T. Dunst} et al., SIAM J. Numer. Anal. 50, No. 6, 2873--2896 (2012; Zbl 1262.60066) Full Text: DOI Link
Zhang, Guannan; Gunzburger, Max Error analysis of a stochastic collocation method for parabolic partial differential equations with random input data. (English) Zbl 1260.65007 SIAM J. Numer. Anal. 50, No. 4, 1922-1940 (2012). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 60H15 35R60 60H35 65M70 65M12 65M60 65M15 PDFBibTeX XMLCite \textit{G. Zhang} and \textit{M. Gunzburger}, SIAM J. Numer. Anal. 50, No. 4, 1922--1940 (2012; Zbl 1260.65007) Full Text: DOI
Dörsek, Philipp Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations. (English) Zbl 1247.60090 SIAM J. Numer. Anal. 50, No. 2, 729-746 (2012). MSC: 60H15 65C35 76M35 60H35 PDFBibTeX XMLCite \textit{P. Dörsek}, SIAM J. Numer. Anal. 50, No. 2, 729--746 (2012; Zbl 1247.60090) Full Text: DOI arXiv
Charrier, Julia Strong and weak error estimates for elliptic partial differential equations with random coefficients. (English) Zbl 1241.65011 SIAM J. Numer. Anal. 50, No. 1, 216-246 (2012). MSC: 65C30 65N15 60H35 76S05 60H15 35R60 65N35 35J25 65N12 PDFBibTeX XMLCite \textit{J. Charrier}, SIAM J. Numer. Anal. 50, No. 1, 216--246 (2012; Zbl 1241.65011) Full Text: DOI
Kwon, Yonghoon; Lee, Younhee A second-order finite difference method for option pricing under jump-diffusion models. (English) Zbl 1232.91712 SIAM J. Numer. Anal. 49, No. 6, 2598-2617 (2011). MSC: 91G60 91G20 65C30 60H15 65M06 65M12 60G51 60H30 PDFBibTeX XMLCite \textit{Y. Kwon} and \textit{Y. Lee}, SIAM J. Numer. Anal. 49, No. 6, 2598--2617 (2011; Zbl 1232.91712) Full Text: DOI Link
Kovács, Mihály; Larsson, Stig; Mesforush, Ali Finite element approximation of the Cahn-Hilliard-Cook equation. (English) Zbl 1248.65012 SIAM J. Numer. Anal. 49, No. 6, 2407-2429 (2011); erratum ibid. 52, No. 5, 2594-2597 (2014). Reviewer: Iwan Gawriljuk (Eisenach) MSC: 65C30 65M60 60H15 60H35 35Q35 35R60 65M15 65M12 PDFBibTeX XMLCite \textit{M. Kovács} et al., SIAM J. Numer. Anal. 49, No. 6, 2407--2429 (2011; Zbl 1248.65012) Full Text: DOI
Bieri, Marcel A sparse composite collocation finite element method for elliptic SPDEs. (English) Zbl 1234.35329 SIAM J. Numer. Anal. 49, No. 6, 2277-2301 (2011). MSC: 35R60 60H15 65C20 65N12 65N15 65N35 PDFBibTeX XMLCite \textit{M. Bieri}, SIAM J. Numer. Anal. 49, No. 6, 2277--2301 (2011; Zbl 1234.35329) Full Text: DOI
Gunzburger, Max D.; Lee, Hyung-Chun; Lee, Jangwoon Error estimates of stochastic optimal Neumann boundary control problems. (English) Zbl 1243.65008 SIAM J. Numer. Anal. 49, No. 4, 1532-1552 (2011). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 65K10 65N30 60H15 60H35 35R60 49J55 49M30 PDFBibTeX XMLCite \textit{M. D. Gunzburger} et al., SIAM J. Numer. Anal. 49, No. 4, 1532--1552 (2011; Zbl 1243.65008) Full Text: DOI
Jentzen, Arnulf Higher order pathwise numerical approximations of SPDEs with additive noise. (English) Zbl 1228.65015 SIAM J. Numer. Anal. 49, No. 2, 642-667 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H15 35R60 35K58 65M12 PDFBibTeX XMLCite \textit{A. Jentzen}, SIAM J. Numer. Anal. 49, No. 2, 642--667 (2011; Zbl 1228.65015) Full Text: DOI
Yang, Xiaoyuan; Duan, Yuanyuan; Guo, Yuhua A posteriori error estimates for finite element approximation of unsteady incompressible stochastic Navier-Stokes equations. (English) Zbl 1352.65377 SIAM J. Numer. Anal. 48, No. 4, 1579-1600 (2010). MSC: 65M60 60H15 65M15 76D06 76M30 76M35 PDFBibTeX XMLCite \textit{X. Yang} et al., SIAM J. Numer. Anal. 48, No. 4, 1579--1600 (2010; Zbl 1352.65377) Full Text: DOI Link
Cox, Sonja; Van Neerven, Jan Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems. (English) Zbl 1216.65006 SIAM J. Numer. Anal. 48, No. 2, 428-451 (2010). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 35R60 60H15 47D06 60J35 60H35 60J65 65M06 65M12 PDFBibTeX XMLCite \textit{S. Cox} and \textit{J. Van Neerven}, SIAM J. Numer. Anal. 48, No. 2, 428--451 (2010; Zbl 1216.65006) Full Text: DOI arXiv
Kovács, Mihály; Larsson, Stig; Saedpanah, Fardin Finite element approximation of the linear stochastic wave equation with additive noise. (English) Zbl 1217.65013 SIAM J. Numer. Anal. 48, No. 2, 408-427 (2010). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 65M60 60H15 60H35 35R60 65M15 PDFBibTeX XMLCite \textit{M. Kovács} et al., SIAM J. Numer. Anal. 48, No. 2, 408--427 (2010; Zbl 1217.65013) Full Text: DOI Link
Griebel, Michael; Hegland, Markus A finite element method for density estimation with Gaussian process priors. (English) Zbl 1211.65007 SIAM J. Numer. Anal. 47, No. 6, 4759-4792 (2010). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 65K10 60H15 60H35 35R60 49J55 65N30 49M15 PDFBibTeX XMLCite \textit{M. Griebel} and \textit{M. Hegland}, SIAM J. Numer. Anal. 47, No. 6, 4759--4792 (2010; Zbl 1211.65007) Full Text: DOI Link
Galvis, J.; Sarkis, M. Approximating infinity-dimensional stochastic Darcy’s equations without uniform ellipticity. (English) Zbl 1205.60121 SIAM J. Numer. Anal. 47, No. 5, 3624-3651 (2009). MSC: 60H15 60H30 60H35 60H40 65M60 65N12 PDFBibTeX XMLCite \textit{J. Galvis} and \textit{M. Sarkis}, SIAM J. Numer. Anal. 47, No. 5, 3624--3651 (2009; Zbl 1205.60121) Full Text: DOI Link
Milstein, G. N.; Tretyakov, M. V. Practical variance reduction via regression for simulating diffusions. (English) Zbl 1190.65011 SIAM J. Numer. Anal. 47, No. 2, 887-910 (2009). MSC: 65C30 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, SIAM J. Numer. Anal. 47, No. 2, 887--910 (2009; Zbl 1190.65011) Full Text: DOI Link
Nobile, F.; Tempone, R.; Webster, C. G. An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data. (English) Zbl 1176.65007 SIAM J. Numer. Anal. 46, No. 5, 2411-2442 (2008). MSC: 65C30 60H15 35R60 65N35 65N50 65N12 65N30 65N15 PDFBibTeX XMLCite \textit{F. Nobile} et al., SIAM J. Numer. Anal. 46, No. 5, 2411--2442 (2008; Zbl 1176.65007) Full Text: DOI
Hausenblas, Erika Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type. (English) Zbl 1158.60032 SIAM J. Numer. Anal. 46, No. 1, 437-471 (2008). MSC: 60H35 60H15 65C30 35R30 PDFBibTeX XMLCite \textit{E. Hausenblas}, SIAM J. Numer. Anal. 46, No. 1, 437--471 (2008; Zbl 1158.60032) Full Text: DOI
Babuška, Ivo; Nobile, Fabio; Tempone, Raúl A stochastic collocation method for elliptic partial differential equations with random input data. (English) Zbl 1151.65008 SIAM J. Numer. Anal. 45, No. 3, 1005-1034 (2007). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65N35 65N15 65N12 65N30 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{I. Babuška} et al., SIAM J. Numer. Anal. 45, No. 3, 1005--1034 (2007; Zbl 1151.65008) Full Text: DOI Link
Lord, Gabriel J.; Shardlow, Tony Postprocessing for stochastic parabolic partial differential equations. (English) Zbl 1140.60036 SIAM J. Numer. Anal. 45, No. 2, 870-889 (2007). MSC: 60H15 65M12 65M15 65M60 PDFBibTeX XMLCite \textit{G. J. Lord} and \textit{T. Shardlow}, SIAM J. Numer. Anal. 45, No. 2, 870--889 (2007; Zbl 1140.60036) Full Text: DOI
Menozzi, Stéphane Improved simulation for the killed Brownian motion in a cone. (English) Zbl 1129.65005 SIAM J. Numer. Anal. 44, No. 6, 2610-2632 (2006). MSC: 65C30 60H15 60H35 60J65 PDFBibTeX XMLCite \textit{S. Menozzi}, SIAM J. Numer. Anal. 44, No. 6, 2610--2632 (2006; Zbl 1129.65005) Full Text: DOI
Gobet, Emmanuel; Pagès, Gilles; Pham, Huyên; Printems, Jacques Discretization and simulation of the Zakai equation. (English) Zbl 1139.60034 SIAM J. Numer. Anal. 44, No. 6, 2505-2538 (2006). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H15 60G35 60H07 65C20 PDFBibTeX XMLCite \textit{E. Gobet} et al., SIAM J. Numer. Anal. 44, No. 6, 2505--2538 (2006; Zbl 1139.60034) Full Text: DOI
Yan, Yubin Galerkin finite element methods for stochastic parabolic partial differential equations. (English) Zbl 1112.60049 SIAM J. Numer. Anal. 43, No. 4, 1363-1384 (2005). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H15 60H35 65C30 65M60 65M15 PDFBibTeX XMLCite \textit{Y. Yan}, SIAM J. Numer. Anal. 43, No. 4, 1363--1384 (2005; Zbl 1112.60049) Full Text: DOI
Babuska, Ivo; Tempone, Raúl; Zouraris, Georgios E. Galerkin finite element approximations of stochastic elliptic partial differential equations. (English) Zbl 1080.65003 SIAM J. Numer. Anal. 42, No. 2, 800-825 (2004). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 65N30 35R60 37H10 60H15 65C05 60H35 65N15 65N12 65Y20 PDFBibTeX XMLCite \textit{I. Babuska} et al., SIAM J. Numer. Anal. 42, No. 2, 800--825 (2004; Zbl 1080.65003) Full Text: DOI
Du, Qiang; Zhang, Tianyu Numerical approximation of some linear stochastic partial differential equations driven by special additive noises. (English) Zbl 1030.65002 SIAM J. Numer. Anal. 40, No. 4, 1421-1445 (2002). Reviewer: Grigori Milstein (Berlin) MSC: 65C30 60H35 60H15 35R60 65N06 65M60 65M06 65N30 PDFBibTeX XMLCite \textit{Q. Du} and \textit{T. Zhang}, SIAM J. Numer. Anal. 40, No. 4, 1421--1445 (2002; Zbl 1030.65002) Full Text: DOI
Shardlow, T.; Stuart, A. M. A perturbation theory for ergodic Markov chains and application to numerical approximations. (English) Zbl 0961.60068 SIAM J. Numer. Anal. 37, No. 4, 1120-1137 (2000). Reviewer: Wilfried Grecksch (Halle) MSC: 60J10 60J27 60H10 60H15 PDFBibTeX XMLCite \textit{T. Shardlow} and \textit{A. M. Stuart}, SIAM J. Numer. Anal. 37, No. 4, 1120--1137 (2000; Zbl 0961.60068) Full Text: DOI