Diening, Lars; Hofmanová, Martina; Wichmann, Jörn An averaged space-time discretization of the stochastic \(p\)-Laplace system. (English) Zbl 1509.65112 Numer. Math. 153, No. 2-3, 557-609 (2023). MSC: 65N30 65C30 65N15 35K55 35K65 35K67 35B65 35D30 35D35 35A01 35A02 60H15 35R60 35Q35 PDFBibTeX XMLCite \textit{L. Diening} et al., Numer. Math. 153, No. 2--3, 557--609 (2023; Zbl 1509.65112) Full Text: DOI arXiv
Merle, Fabian; Prohl, Andreas An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems. (English) Zbl 1491.65016 Numer. Math. 149, No. 2, 417-462 (2021). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 60H15 65M15 65Y20 PDFBibTeX XMLCite \textit{F. Merle} and \textit{A. Prohl}, Numer. Math. 149, No. 2, 417--462 (2021; Zbl 1491.65016) Full Text: DOI
Chernov, Alexey; Hoel, Håkon; Law, Kody J. H.; Nobile, Fabio; Tempone, Raul Multilevel ensemble Kalman filtering for spatio-temporal processes. (English) Zbl 1460.65006 Numer. Math. 147, No. 1, 71-125 (2021). MSC: 65C30 65Y20 62M20 65C05 93E11 PDFBibTeX XMLCite \textit{A. Chernov} et al., Numer. Math. 147, No. 1, 71--125 (2021; Zbl 1460.65006) Full Text: DOI arXiv
Leobacher, Gunther; Szölgyenyi, Michaela Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. (English) Zbl 1432.65012 Numer. Math. 138, No. 1, 219-239 (2018). MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{G. Leobacher} and \textit{M. Szölgyenyi}, Numer. Math. 138, No. 1, 219--239 (2018; Zbl 1432.65012) Full Text: DOI arXiv
Gray, W. Steven; Duffaut Espinosa, Luis A.; Ebrahimi-Fard, Kurusch Discrete-time approximations of Fliess operators. (English) Zbl 1369.93245 Numer. Math. 137, No. 1, 35-62 (2017). MSC: 93C10 93C55 93C15 93B17 65L70 93B40 PDFBibTeX XMLCite \textit{W. S. Gray} et al., Numer. Math. 137, No. 1, 35--62 (2017; Zbl 1369.93245) Full Text: DOI arXiv
Zhang, Zhongqiang; Rozovskii, Boris; Karniadakis, George Em. Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise. (English) Zbl 1357.65013 Numer. Math. 134, No. 1, 61-89 (2016). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H35 60H15 35R60 35J61 65N30 65N12 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Numer. Math. 134, No. 1, 61--89 (2016; Zbl 1357.65013) Full Text: DOI
Neuenkirch, Andreas; Szpruch, Lukasz First order strong approximations of scalar SDEs defined in a domain. (English) Zbl 1306.60075 Numer. Math. 128, No. 1, 103-136 (2014). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{A. Neuenkirch} and \textit{L. Szpruch}, Numer. Math. 128, No. 1, 103--136 (2014; Zbl 1306.60075) Full Text: DOI arXiv
Teckentrup, A. L.; Scheichl, R.; Giles, M. B.; Ullmann, E. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. (English) Zbl 1306.65009 Numer. Math. 125, No. 3, 569-600 (2013). MSC: 65C30 65C05 60H15 60H35 35R60 65N15 65N30 PDFBibTeX XMLCite \textit{A. L. Teckentrup} et al., Numer. Math. 125, No. 3, 569--600 (2013; Zbl 1306.65009) Full Text: DOI arXiv
Cox, Sonja; van Neerven, Jan Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise. (English) Zbl 1284.65009 Numer. Math. 125, No. 2, 259-345 (2013). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C30 60H15 35R60 60H35 35K58 65M12 65M06 60J65 PDFBibTeX XMLCite \textit{S. Cox} and \textit{J. van Neerven}, Numer. Math. 125, No. 2, 259--345 (2013; Zbl 1284.65009) Full Text: DOI arXiv
Augustin, F.; Rentrop, P. Stochastic Galerkin techniques for random ordinary differential equations. (English) Zbl 1268.65006 Numer. Math. 122, No. 3, 399-419 (2012). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{F. Augustin} and \textit{P. Rentrop}, Numer. Math. 122, No. 3, 399--419 (2012; Zbl 1268.65006) Full Text: DOI
Cohen, David; Sigg, Magdalena Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations. (English) Zbl 1247.65004 Numer. Math. 121, No. 1, 1-29 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 34F05 60H35 65L04 65L70 65L20 PDFBibTeX XMLCite \textit{D. Cohen} and \textit{M. Sigg}, Numer. Math. 121, No. 1, 1--29 (2012; Zbl 1247.65004) Full Text: DOI Link
Wu, Fuke; Mao, Xuerong; Szpruch, Lukas Almost sure exponential stability of numerical solutions for stochastic delay differential equations. (English) Zbl 1193.65009 Numer. Math. 115, No. 4, 681-697 (2010). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 65C99 PDFBibTeX XMLCite \textit{F. Wu} et al., Numer. Math. 115, No. 4, 681--697 (2010; Zbl 1193.65009) Full Text: DOI Link
Jentzen, A.; Kloeden, P. E.; Neuenkirch, A. Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients. (English) Zbl 1163.65003 Numer. Math. 112, No. 1, 41-64 (2009). MSC: 65C30 60H35 60H10 34F05 65L20 PDFBibTeX XMLCite \textit{A. Jentzen} et al., Numer. Math. 112, No. 1, 41--64 (2009; Zbl 1163.65003) Full Text: DOI
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. (English) Zbl 1137.65007 Numer. Math. 108, No. 2, 295-325 (2007). Reviewer: Jialin Hong (Beijing) MSC: 65C30 65L20 60H10 60H35 PDFBibTeX XMLCite \textit{D. J. Higham} et al., Numer. Math. 108, No. 2, 295--325 (2007; Zbl 1137.65007) Full Text: DOI
Higham, Desmond J.; Kloeden, Peter. E. Numerical methods for nonlinear stochastic differential equations with jumps. (English) Zbl 1186.65010 Numer. Math. 101, No. 1, 101-119 (2005). MSC: 65C30 60H10 60H35 34F05 65L20 65L50 PDFBibTeX XMLCite \textit{D. J. Higham} and \textit{Peter. E. Kloeden}, Numer. Math. 101, No. 1, 101--119 (2005; Zbl 1186.65010) Full Text: DOI
Grüne, Lars Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation. (English) Zbl 1074.65009 Numer. Math. 99, No. 1, 85-112 (2004). Reviewer: Viorel Arnăutu (Iaşi) MSC: 65C30 60H15 60H35 49J55 65K10 49M25 65N15 49L20 PDFBibTeX XMLCite \textit{L. Grüne}, Numer. Math. 99, No. 1, 85--112 (2004; Zbl 1074.65009) Full Text: DOI
Alouges, François; Debussche, Arnaud On the discretization of a partial differential equation in the neighborhood of a periodic orbit. (English) Zbl 0791.65071 Numer. Math. 65, No. 2, 143-175 (1993). Reviewer: François Alouges (Cachan) MSC: 65M20 65L05 65L20 65J15 35B10 34C25 34G20 35G10 35K25 PDFBibTeX XMLCite \textit{F. Alouges} and \textit{A. Debussche}, Numer. Math. 65, No. 2, 143--175 (1993; Zbl 0791.65071) Full Text: DOI EuDML
Stoffer, Daniel General linear methods: Connection to one step methods and invariant curves. (English) Zbl 0810.65076 Numer. Math. 64, No. 3, 395-408 (1993). Reviewer: K.Burrage (Brisbane) MSC: 65L06 65L05 34A34 34C25 PDFBibTeX XMLCite \textit{D. Stoffer}, Numer. Math. 64, No. 3, 395--408 (1993; Zbl 0810.65076) Full Text: DOI EuDML
Kloeden, P. E.; Lorenz, J. A note on multistep methods and attracting sets of dynamical systems. (English) Zbl 0668.65059 Numer. Math. 56, No. 7, 667-673 (1990). Reviewer: P.E.Kloeden MSC: 65L07 65L05 37-XX 34D20 PDFBibTeX XMLCite \textit{P. E. Kloeden} and \textit{J. Lorenz}, Numer. Math. 56, No. 7, 667--673 (1990; Zbl 0668.65059) Full Text: DOI EuDML
Beyn, Wolf-Jürgen On invariant closed curves for one-step methods. (English) Zbl 0617.65082 Numer. Math. 51, 103-122 (1987). Reviewer: E.Hairer MSC: 65L05 34C25 37-XX PDFBibTeX XMLCite \textit{W.-J. Beyn}, Numer. Math. 51, 103--122 (1987; Zbl 0617.65082) Full Text: DOI EuDML