Cui, Tiangang; Detommaso, Gianluca; Scheichl, Robert Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems. (English) Zbl 07805844 Inverse Probl. 40, No. 3, Article ID 035005, 32 p. (2024). MSC: 65C05 62F15 60J05 PDFBibTeX XMLCite \textit{T. Cui} et al., Inverse Probl. 40, No. 3, Article ID 035005, 32 p. (2024; Zbl 07805844) Full Text: DOI arXiv OA License
Schorlepp, Timo; Tong, Shanyin; Grafke, Tobias; Stadler, Georg Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems. (English) Zbl 1523.62038 Stat. Comput. 33, No. 6, Paper No. 137, 29 p. (2023). MSC: 62-08 60F10 PDFBibTeX XMLCite \textit{T. Schorlepp} et al., Stat. Comput. 33, No. 6, Paper No. 137, 29 p. (2023; Zbl 1523.62038) Full Text: DOI arXiv OA License
Uy, Wayne Isaac Tan; Wang, Yuepeng; Wen, Yuxiao; Peherstorfer, Benjamin Active operator inference for learning low-dimensional dynamical-system models from noisy data. (English) Zbl 1515.93043 SIAM J. Sci. Comput. 45, No. 4, A1462-A1490 (2023). MSC: 93B30 60B20 62J05 65K10 68T05 PDFBibTeX XMLCite \textit{W. I. T. Uy} et al., SIAM J. Sci. Comput. 45, No. 4, A1462--A1490 (2023; Zbl 1515.93043) Full Text: DOI arXiv
Chen, Jie; Stein, Michael L. Linear-cost covariance functions for Gaussian random fields. (English) Zbl 1514.62290 J. Am. Stat. Assoc. 118, No. 541, 147-164 (2023). MSC: 62P12 60G15 62M30 86A32 PDFBibTeX XMLCite \textit{J. Chen} and \textit{M. L. Stein}, J. Am. Stat. Assoc. 118, No. 541, 147--164 (2023; Zbl 1514.62290) Full Text: DOI arXiv
Li, Kun; Huang, Ting-Zhu; Li, Liang; Zhao, Ying; Lanteri, Stéphane A non-intrusive model order reduction approach for parameterized time-domain Maxwell’s equations. (English) Zbl 1498.78046 Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 449-473 (2023). MSC: 78M34 78M10 65M60 65M99 65F20 78A25 60G15 62F15 35Q60 PDFBibTeX XMLCite \textit{K. Li} et al., Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 449--473 (2023; Zbl 1498.78046) Full Text: DOI
Zhang, Ruda; Mak, Simon; Dunson, David Gaussian process subspace prediction for model reduction. (English) Zbl 1492.60090 SIAM J. Sci. Comput. 44, No. 3, A1428-A1449 (2022). MSC: 60G15 62H30 62G08 PDFBibTeX XMLCite \textit{R. Zhang} et al., SIAM J. Sci. Comput. 44, No. 3, A1428--A1449 (2022; Zbl 1492.60090) Full Text: DOI arXiv
Redmann, Martin; Duff, Igor Pontes Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems. (English) Zbl 1510.93058 Appl. Math. Comput. 420, Article ID 126561, 21 p. (2022). MSC: 93B11 60H10 65C30 93E15 PDFBibTeX XMLCite \textit{M. Redmann} and \textit{I. P. Duff}, Appl. Math. Comput. 420, Article ID 126561, 21 p. (2022; Zbl 1510.93058) Full Text: DOI arXiv
Tropp, Joel A. Randomized block Krylov methods for approximating extreme eigenvalues. (English) Zbl 1480.65086 Numer. Math. 150, No. 1, 217-255 (2022). MSC: 65F15 68W20 60B20 PDFBibTeX XMLCite \textit{J. A. Tropp}, Numer. Math. 150, No. 1, 217--255 (2022; Zbl 1480.65086) Full Text: DOI arXiv Link
Ba, Yuming; Jiang, Lijian A two-stage variable-separation Kalman filter for data assimilation. (English) Zbl 07508537 J. Comput. Phys. 434, Article ID 110244, 24 p. (2021). MSC: 65Cxx 62Fxx 60Hxx PDFBibTeX XMLCite \textit{Y. Ba} and \textit{L. Jiang}, J. Comput. Phys. 434, Article ID 110244, 24 p. (2021; Zbl 07508537) Full Text: DOI
Resseguier, Valentin; Picard, Agustin M.; Memin, Etienne; Chapron, Bertrand Quantifying truncation-related uncertainties in unsteady fluid dynamics reduced order models. (English) Zbl 1481.60132 SIAM/ASA J. Uncertain. Quantif. 9, 1152-1183 (2021). MSC: 60H35 65M60 65M75 76M35 PDFBibTeX XMLCite \textit{V. Resseguier} et al., SIAM/ASA J. Uncertain. Quantif. 9, 1152--1183 (2021; Zbl 1481.60132) Full Text: DOI
Borcea, Liliana; Druskin, Vladimir; Zimmerling, Jörn A reduced order model approach to inverse scattering in lossy layered media. (English) Zbl 1481.78006 J. Sci. Comput. 89, No. 1, Paper No. 1, 36 p. (2021). Reviewer: Luis Filipe Pinheiro de Castro (Aveiro) MSC: 78A46 65M32 65L09 78A40 78A48 78A50 78M34 78M50 78M20 60H40 35R30 35Q60 PDFBibTeX XMLCite \textit{L. Borcea} et al., J. Sci. Comput. 89, No. 1, Paper No. 1, 36 p. (2021; Zbl 1481.78006) Full Text: DOI arXiv
Cowen, Lenore; Devkota, Kapil; Hu, Xiaozhe; Murphy, James M.; Wu, Kaiyi Diffusion state distances: multitemporal analysis, fast algorithms, and applications to biological networks. (English) Zbl 1470.60231 SIAM J. Math. Data Sci. 3, No. 1, 142-170 (2021). MSC: 60J70 92C42 62H30 62M15 65C20 68T09 PDFBibTeX XMLCite \textit{L. Cowen} et al., SIAM J. Math. Data Sci. 3, No. 1, 142--170 (2021; Zbl 1470.60231) Full Text: DOI arXiv
Hokanson, Jeffrey M. A data-driven McMillan degree lower bound. (English) Zbl 1456.37098 SIAM J. Sci. Comput. 42, No. 5, A3447-A3461 (2020). MSC: 37M99 15B52 60B20 62B10 93E12 PDFBibTeX XMLCite \textit{J. M. Hokanson}, SIAM J. Sci. Comput. 42, No. 5, A3447--A3461 (2020; Zbl 1456.37098) Full Text: DOI arXiv
Chen, Dongqin; Song, Huailing The POD-DEIM reduced-order method for stochastic Allen-Cahn equations with multiplicative noise. (English) Zbl 07283130 Comput. Math. Appl. 80, No. 12, 2691-2706 (2020). MSC: 65C30 60H15 65M60 60H35 65N30 PDFBibTeX XMLCite \textit{D. Chen} and \textit{H. Song}, Comput. Math. Appl. 80, No. 12, 2691--2706 (2020; Zbl 07283130) Full Text: DOI
Tantet, Alexis; Chekroun, Mickaël D.; Neelin, J. David; Dijkstra, Henk A. Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part III: Application to the Cane-Zebiak model of the El Niño-southern oscillation. (English) Zbl 1460.60057 J. Stat. Phys. 179, No. 5-6, 1449-1474 (2020). MSC: 60H10 35Q84 35R60 60J35 82C31 86A08 PDFBibTeX XMLCite \textit{A. Tantet} et al., J. Stat. Phys. 179, No. 5--6, 1449--1474 (2020; Zbl 1460.60057) Full Text: DOI arXiv
Tantet, Alexis; Chekroun, Mickaël D.; Dijkstra, Henk A.; Neelin, J. David Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part II: Stochastic Hopf bifurcation. (English) Zbl 1460.60056 J. Stat. Phys. 179, No. 5-6, 1403-1448 (2020). MSC: 60H10 37H20 35Q84 35R60 60J35 82C31 PDFBibTeX XMLCite \textit{A. Tantet} et al., J. Stat. Phys. 179, No. 5--6, 1403--1448 (2020; Zbl 1460.60056) Full Text: DOI arXiv
Chekroun, Mickaël D.; Tantet, Alexis; Dijkstra, Henk A.; Neelin, J. David Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory. (English) Zbl 1460.60050 J. Stat. Phys. 179, No. 5-6, 1366-1402 (2020). MSC: 60H10 35Q84 35R60 60J35 82C31 PDFBibTeX XMLCite \textit{M. D. Chekroun} et al., J. Stat. Phys. 179, No. 5--6, 1366--1402 (2020; Zbl 1460.60050) Full Text: DOI arXiv
Barrera, Javiera; Moreno, Eduardo; Varas K., Sebastián A decomposition algorithm for computing income taxes with pass-through entities and its application to the Chilean case. (English) Zbl 1439.91031 Ann. Oper. Res. 286, No. 1-2, 545-557 (2020). MSC: 91B64 60J28 PDFBibTeX XMLCite \textit{J. Barrera} et al., Ann. Oper. Res. 286, No. 1--2, 545--557 (2020; Zbl 1439.91031) Full Text: DOI arXiv
Kuehn, Christian; Kürschner, Patrick Combined error estimates for local fluctuations of SPDEs. (English) Zbl 07189697 Adv. Comput. Math. 46, No. 1, Paper No. 11, 25 p. (2020). MSC: 65C30 65M99 60H15 35R60 37M99 15A24 PDFBibTeX XMLCite \textit{C. Kuehn} and \textit{P. Kürschner}, Adv. Comput. Math. 46, No. 1, Paper No. 11, 25 p. (2020; Zbl 07189697) Full Text: DOI arXiv
Li, Qiuqi; Zhang, Pingwen A variable-separation method for nonlinear partial differential equations with random inputs. (English) Zbl 1432.35266 SIAM J. Sci. Comput. 42, No. 2, A723-A750 (2020). MSC: 35R60 60H35 76D05 76M10 PDFBibTeX XMLCite \textit{Q. Li} and \textit{P. Zhang}, SIAM J. Sci. Comput. 42, No. 2, A723--A750 (2020; Zbl 1432.35266) Full Text: DOI
Latz, Jonas; Eisenberger, Marvin; Ullmann, Elisabeth Fast sampling of parameterised Gaussian random fields. (English) Zbl 1441.65001 Comput. Methods Appl. Mech. Eng. 348, 978-1012 (2019). MSC: 65C05 60G60 62F15 62M40 65N21 65N25 PDFBibTeX XMLCite \textit{J. Latz} et al., Comput. Methods Appl. Mech. Eng. 348, 978--1012 (2019; Zbl 1441.65001) Full Text: DOI arXiv
Dasgupta, Agnimitra; Ghosh, Debraj Failure probability estimation of linear time varying systems by progressive refinement of reduced order models. (English) Zbl 1454.60104 SIAM/ASA J. Uncertain. Quantif. 7, 1007-1028 (2019). MSC: 60H35 34F05 93E03 PDFBibTeX XMLCite \textit{A. Dasgupta} and \textit{D. Ghosh}, SIAM/ASA J. Uncertain. Quantif. 7, 1007--1028 (2019; Zbl 1454.60104) Full Text: DOI
Cao, Yu; Lu, Jianfeng Stochastic dynamical low-rank approximation method. (English) Zbl 1415.65015 J. Comput. Phys. 372, 564-586 (2018). MSC: 65C30 60H15 35Q84 PDFBibTeX XMLCite \textit{Y. Cao} and \textit{J. Lu}, J. Comput. Phys. 372, 564--586 (2018; Zbl 1415.65015) Full Text: DOI arXiv
Wang, Yuepeng; Cheng, Yue; Zhang, Zongyuan; Lin, Guang Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF. (English) Zbl 1405.65130 Math. Model. Nat. Phenom. 13, No. 2, Paper No. 21, 18 p. (2018). MSC: 65M60 35Q53 35R60 60H35 35R30 PDFBibTeX XMLCite \textit{Y. Wang} et al., Math. Model. Nat. Phenom. 13, No. 2, Paper No. 21, 18 p. (2018; Zbl 1405.65130) Full Text: DOI
Yu, Wenjian; Gu, Yu; Li, Yaohang Efficient randomized algorithms for the fixed-precision low-rank matrix approximation. (English) Zbl 1405.65063 SIAM J. Matrix Anal. Appl. 39, No. 3, 1339-1359 (2018). Reviewer: Juan Ramon Torregrosa Sanchez (Valencia) MSC: 65F30 15A18 15A23 60B20 65F15 68W20 PDFBibTeX XMLCite \textit{W. Yu} et al., SIAM J. Matrix Anal. Appl. 39, No. 3, 1339--1359 (2018; Zbl 1405.65063) Full Text: DOI arXiv
Shulkind, Gal; Horesh, Lior; Avron, Haim Experimental design for nonparametric correction of misspecified dynamical models. (English) Zbl 1403.62140 SIAM/ASA J. Uncertain. Quantif. 6, 880-906 (2018). MSC: 62K05 37M05 62G08 68T05 60G15 PDFBibTeX XMLCite \textit{G. Shulkind} et al., SIAM/ASA J. Uncertain. Quantif. 6, 880--906 (2018; Zbl 1403.62140) Full Text: DOI arXiv
Contreras, Andres A.; Mycek, Paul; Le Maître, Olivier P.; Rizzi, Francesco; Debusschere, Bert; Knio, Omar M. Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations. (English) Zbl 1404.65154 SIAM J. Sci. Comput. 40, No. 4, C520-C546 (2018). Reviewer: Gisbert Stoyan (Budapest) MSC: 65M55 60H15 65M70 31B10 35R60 65Y05 65M15 PDFBibTeX XMLCite \textit{A. A. Contreras} et al., SIAM J. Sci. Comput. 40, No. 4, C520--C546 (2018; Zbl 1404.65154) Full Text: DOI
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi Reduced basis methods for uncertainty quantification. (English) Zbl 1400.65010 SIAM/ASA J. Uncertain. Quantif. 5, 813-869 (2017). MSC: 65C30 60H15 65N12 65N15 65N35 PDFBibTeX XMLCite \textit{P. Chen} et al., SIAM/ASA J. Uncertain. Quantif. 5, 813--869 (2017; Zbl 1400.65010) Full Text: DOI
Newsum, Craig J.; Powell, Catherine E. Efficient reduced basis methods for saddle point problems with applications in groundwater flow. (English) Zbl 1398.65282 SIAM/ASA J. Uncertain. Quantif. 5, 1248-1278 (2017). MSC: 65N22 65N30 35R60 60H35 35Q35 76M10 76S05 PDFBibTeX XMLCite \textit{C. J. Newsum} and \textit{C. E. Powell}, SIAM/ASA J. Uncertain. Quantif. 5, 1248--1278 (2017; Zbl 1398.65282) Full Text: DOI
Cui, Yiran; del Baño Rollin, Sebastian; Germano, Guido Full and fast calibration of the Heston stochastic volatility model. (English) Zbl 1380.91106 Eur. J. Oper. Res. 263, No. 2, 625-638 (2017). MSC: 91B70 60K30 62P05 90C15 PDFBibTeX XMLCite \textit{Y. Cui} et al., Eur. J. Oper. Res. 263, No. 2, 625--638 (2017; Zbl 1380.91106) Full Text: DOI arXiv Link
Özen, Hasan Çağan; Bal, Guillaume A dynamical polynomial chaos approach for long-time evolution of SPDEs. (English) Zbl 1380.65313 J. Comput. Phys. 343, 300-323 (2017). MSC: 65M75 35R60 60H15 PDFBibTeX XMLCite \textit{H. Ç. Özen} and \textit{G. Bal}, J. Comput. Phys. 343, 300--323 (2017; Zbl 1380.65313) Full Text: DOI arXiv
Crosskey, Miles; Maggioni, Mauro ATLAS: a geometric approach to learning high-dimensional stochastic systems near manifolds. (English) Zbl 1362.60066 Multiscale Model. Simul. 15, No. 1, 110-156 (2017). MSC: 60J20 60J35 60J60 PDFBibTeX XMLCite \textit{M. Crosskey} and \textit{M. Maggioni}, Multiscale Model. Simul. 15, No. 1, 110--156 (2017; Zbl 1362.60066) Full Text: DOI arXiv
Chen, Yuxin; Keyes, David; Law, Kody J. H.; Ltaief, Hatem Accelerated dimension-independent adaptive metropolis. (English) Zbl 1352.65029 SIAM J. Sci. Comput. 38, No. 5, S539-S565 (2016). MSC: 65C60 62F15 65C05 65C40 60J22 65Y20 65Y05 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM J. Sci. Comput. 38, No. 5, S539--S565 (2016; Zbl 1352.65029) Full Text: DOI arXiv
Li, J.; Kath, W. L. A path-based method for simulating large deviations and rare events in nonlinear lightwave systems. (English) Zbl 1358.35179 Stud. Appl. Math. 137, No. 2, 159-173 (2016). Reviewer: Dimitar A. Kolev (Sofia) MSC: 35Q60 78A60 60F10 35Q55 78M50 PDFBibTeX XMLCite \textit{J. Li} and \textit{W. L. Kath}, Stud. Appl. Math. 137, No. 2, 159--173 (2016; Zbl 1358.35179) Full Text: DOI
Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus Efficient approximation of random fields for numerical applications. (English) Zbl 1349.65048 Numer. Linear Algebra Appl. 22, No. 4, 596-617 (2015). Reviewer: Alan L. Andrew (Bundoora) MSC: 65C50 65F15 60G60 65N75 15A23 PDFBibTeX XMLCite \textit{H. Harbrecht} et al., Numer. Linear Algebra Appl. 22, No. 4, 596--617 (2015; Zbl 1349.65048) Full Text: DOI Link
Dölz, J.; Harbrecht, H.; Peters, M. \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation. (English) Zbl 1329.65013 J. Sci. Comput. 65, No. 1, 387-410 (2015). MSC: 65C30 60H15 60H35 65N38 PDFBibTeX XMLCite \textit{J. Dölz} et al., J. Sci. Comput. 65, No. 1, 387--410 (2015; Zbl 1329.65013) Full Text: DOI
Benner, Peter; Redmann, Martin Model reduction for stochastic systems. (English) Zbl 1331.65017 Stoch. Partial Differ. Equ., Anal. Comput. 3, No. 3, 291-338 (2015). MSC: 65C30 60J75 60H15 60H10 34K28 93E25 PDFBibTeX XMLCite \textit{P. Benner} and \textit{M. Redmann}, Stoch. Partial Differ. Equ., Anal. Comput. 3, No. 3, 291--338 (2015; Zbl 1331.65017) Full Text: DOI
Senter, Evan; Dotu, Ivan; Clote, Peter RNA folding pathways and kinetics using 2D energy landscapes. (English) Zbl 1308.92079 J. Math. Biol. 70, No. 1-2, 173-196 (2015). Reviewer: Irina Ioana Mohorianu (Norwich) MSC: 92D20 60J22 68N19 74P05 81V55 PDFBibTeX XMLCite \textit{E. Senter} et al., J. Math. Biol. 70, No. 1--2, 173--196 (2015; Zbl 1308.92079) Full Text: DOI
Fyodorov, Yan V.; Le Doussal, Pierre Topology trivialization and large deviations for the minimum in the simplest random optimization. (English) Zbl 1291.82127 J. Stat. Phys. 154, No. 1-2, 466-490 (2014). MSC: 82D30 49N10 60F10 60B20 15B52 PDFBibTeX XMLCite \textit{Y. V. Fyodorov} and \textit{P. Le Doussal}, J. Stat. Phys. 154, No. 1--2, 466--490 (2014; Zbl 1291.82127) Full Text: DOI arXiv
Park, Kun Soo; Whitt, Ward Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups. (English) Zbl 1291.60159 Ann. Oper. Res. 211, 357-379 (2013). MSC: 60J28 62P05 91G80 PDFBibTeX XMLCite \textit{K. S. Park} and \textit{W. Whitt}, Ann. Oper. Res. 211, 357--379 (2013; Zbl 1291.60159) Full Text: DOI
Röblitz, Susanna; Weber, Marcus Fuzzy spectral clustering by PCCA+: application to Markov state models and data classification. (English) Zbl 1273.62145 Adv. Data Anal. Classif., ADAC 7, No. 2, 147-179 (2013). MSC: 62H30 62H86 60J20 60J10 65K05 PDFBibTeX XMLCite \textit{S. Röblitz} and \textit{M. Weber}, Adv. Data Anal. Classif., ADAC 7, No. 2, 147--179 (2013; Zbl 1273.62145) Full Text: DOI
Benaych-Georges, Florent; Nadakuditi, Raj Rao The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices. (English) Zbl 1226.15023 Adv. Math. 227, No. 1, 494-521 (2011). Reviewer: Martín Argerami (Regina) MSC: 15B52 15A18 46L54 60B20 62H25 82B26 PDFBibTeX XMLCite \textit{F. Benaych-Georges} and \textit{R. R. Nadakuditi}, Adv. Math. 227, No. 1, 494--521 (2011; Zbl 1226.15023) Full Text: DOI arXiv
Mijatović, Aleksandar Local time and the pricing of path-dependent options. (English) Zbl 1224.91160 Finance Stoch. 14, No. 1, 13-48 (2010). Reviewer: Georgij M. Shevchenko (Kyïv) MSC: 91G20 91B25 60H30 45D05 PDFBibTeX XMLCite \textit{A. Mijatović}, Finance Stoch. 14, No. 1, 13--48 (2010; Zbl 1224.91160) Full Text: DOI
Romary, Thomas Integrating production data under uncertainty by parallel interacting Markov chains on a reduced dimensional space. (English) Zbl 1171.86384 Comput. Geosci. 13, No. 1, 103-122 (2009). MSC: 86A32 62P12 60K35 86A20 PDFBibTeX XMLCite \textit{T. Romary}, Comput. Geosci. 13, No. 1, 103--122 (2009; Zbl 1171.86384) Full Text: DOI
Khoromskij, B. N.; Litvinenko, A.; Matthies, H. G. Application of hierarchical matrices for computing the Karhunen-Loève expansion. (English) Zbl 1162.65306 Computing 84, No. 1-2, 49-67 (2009). MSC: 65C30 60H15 60H35 35R60 45C05 65R20 60G60 PDFBibTeX XMLCite \textit{B. N. Khoromskij} et al., Computing 84, No. 1--2, 49--67 (2009; Zbl 1162.65306) Full Text: DOI
Nuel, Grégory Pattern Markov chains: Optimal Markov chain embedding through deterministic finite automata. (English) Zbl 1142.65010 J. Appl. Probab. 45, No. 1, 226-243 (2008). MSC: 65C40 60J22 68T10 68U15 PDFBibTeX XMLCite \textit{G. Nuel}, J. Appl. Probab. 45, No. 1, 226--243 (2008; Zbl 1142.65010) Full Text: DOI
Jansons, Kalvis M.; Metcalfe, Paul D. Numerically optimized Markovian coupling and mixing in one-dimensional maps. (English) Zbl 1146.60055 Mathematika 54, No. 1-2, 161-181 (2007). Reviewer: George Stoica (Saint John) MSC: 60J10 60J22 93E20 PDFBibTeX XMLCite \textit{K. M. Jansons} and \textit{P. D. Metcalfe}, Mathematika 54, No. 1--2, 161--181 (2007; Zbl 1146.60055) Full Text: DOI
Fasano, Giovanni; Roma, Massimo Iterative computation of negative curvature directions in large scale optimization. (English) Zbl 1171.90549 Comput. Optim. Appl. 38, No. 1, 81-104 (2007). MSC: 90C52 60K10 PDFBibTeX XMLCite \textit{G. Fasano} and \textit{M. Roma}, Comput. Optim. Appl. 38, No. 1, 81--104 (2007; Zbl 1171.90549) Full Text: DOI
Eiermann, Michael; Ernst, Oliver G.; Ullmann, Elisabeth Computational aspects of the stochastic finite element method. (English) Zbl 1123.65004 Comput. Vis. Sci. 10, No. 1, 3-15 (2007). MSC: 65C30 60H15 60H35 35R60 65N30 PDFBibTeX XMLCite \textit{M. Eiermann} et al., Comput. Vis. Sci. 10, No. 1, 3--15 (2007; Zbl 1123.65004) Full Text: DOI
Ferm, Lars; Lötstedt, Per; Sjöberg, Paul Conservative solution of the Fokker-Planck equation for stochastic chemical reactions. (English) Zbl 1105.65091 BIT 46, Suppl., S61-S83 (2006). MSC: 65M06 65M20 65M50 35K55 82C31 60H15 PDFBibTeX XMLCite \textit{L. Ferm} et al., BIT 46, S61--S83 (2006; Zbl 1105.65091) Full Text: DOI
Deuflhard, P.; Huisinga, W.; Fischer, A.; Schütte, Ch. Identification of almost invariant aggregates in reversible nearly uncoupled Markov chains. (English) Zbl 0963.65008 Linear Algebra Appl. 315, No. 1-3, 39-59 (2000). Reviewer: Tzvetan Semerdjiev (Sofia) MSC: 65C40 60J22 80A30 60J20 PDFBibTeX XMLCite \textit{P. Deuflhard} et al., Linear Algebra Appl. 315, No. 1--3, 39--59 (2000; Zbl 0963.65008) Full Text: DOI