Chaari, Sonia; Ben Farah, Afef Stochastic Dirichlet-Poisson problem on Hilbert spaces. (Stochastic ditichlet-Poisson problem on Hilbert spaces.) (English) Zbl 07785401 Complex Anal. Oper. Theory 18, No. 1, Paper No. 1, 11 p. (2024). MSC: 35J05 35A01 35A02 65C30 PDFBibTeX XMLCite \textit{S. Chaari} and \textit{A. Ben Farah}, Complex Anal. Oper. Theory 18, No. 1, Paper No. 1, 11 p. (2024; Zbl 07785401) Full Text: DOI
Zakradze, Mamuli; Tabagari, Zaza; Mirianashvili, Manana; Koblishvili, Nana; Davitashvili, Tinatin The method of probabilistic solution for the Dirichlet generalized harmonic problem in irregular pyramidal domains. (English) Zbl 07819458 Trans. A. Razmadze Math. Inst. 177, No. 3, 475-483 (2023). MSC: 35J05 35J25 65C30 65N75 PDFBibTeX XMLCite \textit{M. Zakradze} et al., Trans. A. Razmadze Math. Inst. 177, No. 3, 475--483 (2023; Zbl 07819458) Full Text: Link
Priyadarshi, Gopal; Korkut, Sila Ovgu Comparative work for the source identification in parabolic inverse problem based on Taylor and Chebyshev wavelet methods. (English) Zbl 07789795 Math. Methods Appl. Sci. 46, No. 16, 16542-16561 (2023). MSC: 65T60 65C30 31A30 PDFBibTeX XMLCite \textit{G. Priyadarshi} and \textit{S. O. Korkut}, Math. Methods Appl. Sci. 46, No. 16, 16542--16561 (2023; Zbl 07789795) Full Text: DOI arXiv
Liu, Xinfei; Yang, Xiaoyuan Conforming finite element method for the time-fractional nonlinear stochastic fourth-order reaction diffusion equation. (English) Zbl 07777373 Numer. Methods Partial Differ. Equations 39, No. 5, 3657-3676 (2023). MSC: 65M60 65M06 65N30 65M12 65M15 33E12 60J65 60G55 26A33 35R11 35R60 PDFBibTeX XMLCite \textit{X. Liu} and \textit{X. Yang}, Numer. Methods Partial Differ. Equations 39, No. 5, 3657--3676 (2023; Zbl 07777373) Full Text: DOI
Yang, Minglei; Zhang, Guannan; Del-Castillo-Negrete, Diego; Cao, Yanzhao A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints. (English) Zbl 07770183 SIAM J. Numer. Anal. 61, No. 6, 2718-2743 (2023). MSC: 68Q25 65M75 60J60 65C30 PDFBibTeX XMLCite \textit{M. Yang} et al., SIAM J. Numer. Anal. 61, No. 6, 2718--2743 (2023; Zbl 07770183) Full Text: DOI arXiv
Miao, Zhi-Qiang; Zheng, Guang-Hui On uniqueness and nonuniqueness for internal potential reconstruction in quantum fields from one measurement. II: The non-radial case. (English) Zbl 1527.65087 J. Inverse Ill-Posed Probl. 31, No. 3, 337-350 (2023). MSC: 65M32 65N06 65K10 81U40 35Q55 33C10 35A02 35J05 35J15 35R30 35R60 PDFBibTeX XMLCite \textit{Z.-Q. Miao} and \textit{G.-H. Zheng}, J. Inverse Ill-Posed Probl. 31, No. 3, 337--350 (2023; Zbl 1527.65087) Full Text: DOI arXiv
Almuslimani, Ibrahim; Crouseilles, Nicolas Conservative stabilized Runge-Kutta methods for the Vlasov-Fokker-Planck equation. (English) Zbl 07696997 J. Comput. Phys. 488, Article ID 112241, 21 p. (2023). MSC: 65Lxx 65Mxx 60Hxx PDFBibTeX XMLCite \textit{I. Almuslimani} and \textit{N. Crouseilles}, J. Comput. Phys. 488, Article ID 112241, 21 p. (2023; Zbl 07696997) Full Text: DOI arXiv
Alexopoulos, Angelos; Dellaportas, Petros; Titsias, Michalis K. Variance reduction for Metropolis-Hastings samplers. (English) Zbl 1499.62009 Stat. Comput. 33, No. 1, Paper No. 6, 20 p. (2023). MSC: 62-08 62F15 62J12 62P05 65C05 PDFBibTeX XMLCite \textit{A. Alexopoulos} et al., Stat. Comput. 33, No. 1, Paper No. 6, 20 p. (2023; Zbl 1499.62009) Full Text: DOI arXiv
Partin, Lauren; Geraci, Gianluca; Rushdi, Ahmad A.; Eldred, Michael S.; Schiavazzi, Daniele E. Multifidelity data fusion in convolutional encoder/decoder networks. (English) Zbl 07620357 J. Comput. Phys. 472, Article ID 111666, 22 p. (2023). MSC: 68Txx 65Cxx 65Nxx PDFBibTeX XMLCite \textit{L. Partin} et al., J. Comput. Phys. 472, Article ID 111666, 22 p. (2023; Zbl 07620357) Full Text: DOI arXiv
Wulbusch, Nick; Roden, Reinhild; Blau, Matthias; Chernov, Alexey Bayesian parameter identification in impedance boundary conditions for Helmholtz problems. arXiv:2308.01788 Preprint, arXiv:2308.01788 [math.NA] (2023). MSC: 35J05 65C05 35R60 62F15 65N21 65N30 BibTeX Cite \textit{N. Wulbusch} et al., ``Bayesian parameter identification in impedance boundary conditions for Helmholtz problems'', Preprint, arXiv:2308.01788 [math.NA] (2023) Full Text: arXiv OA License
Sabelfeld, Karl; Kireeva, Anastasya A global random walk on spheres algorithm for calculating the solution and its derivatives of the drift-diffusion-reaction equations. (English) Zbl 1527.65002 Math. Methods Appl. Sci. 45, No. 3, 1420-1431 (2022). MSC: 65C05 65C35 82C31 82B41 PDFBibTeX XMLCite \textit{K. Sabelfeld} and \textit{A. Kireeva}, Math. Methods Appl. Sci. 45, No. 3, 1420--1431 (2022; Zbl 1527.65002) Full Text: DOI
Wang, Fajie; Chen, Zengtao; Gong, Yanpeng Local knot method for solving inverse Cauchy problems of Helmholtz equations on complicated two- and three-dimensional domains. (English) Zbl 1527.65119 Int. J. Numer. Methods Eng. 123, No. 20, 4877-4892 (2022). MSC: 65N21 65N20 65N35 65D12 65F20 65F50 35J05 15A09 35R60 PDFBibTeX XMLCite \textit{F. Wang} et al., Int. J. Numer. Methods Eng. 123, No. 20, 4877--4892 (2022; Zbl 1527.65119) Full Text: DOI
Salleh, Ihsane; Belkourchia, Yassin; Azrar, Lahcen Coupled Kansa and hybrid optimization methodological approach for Kolmogorov-Feller equations. (English) Zbl 1521.65106 Eng. Anal. Bound. Elem. 141, 127-139 (2022). MSC: 65M70 35R60 60H30 65D12 PDFBibTeX XMLCite \textit{I. Salleh} et al., Eng. Anal. Bound. Elem. 141, 127--139 (2022; Zbl 1521.65106) Full Text: DOI
Liu, Guoxin; Liu, Xiaoying; Liu, Zhaoyang The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model. (English) Zbl 1491.60127 J. Comput. Appl. Math. 413, Article ID 114368, 14 p. (2022). MSC: 60J25 65K10 91B05 93E20 60G55 PDFBibTeX XMLCite \textit{G. Liu} et al., J. Comput. Appl. Math. 413, Article ID 114368, 14 p. (2022; Zbl 1491.60127) Full Text: DOI
Ren, Quanwei; Tian, Hongjiong Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps. (English) Zbl 1513.65009 Comput. Appl. Math. 41, No. 3, Paper No. 125, 18 p. (2022). MSC: 65C30 34F05 60H10 PDFBibTeX XMLCite \textit{Q. Ren} and \textit{H. Tian}, Comput. Appl. Math. 41, No. 3, Paper No. 125, 18 p. (2022; Zbl 1513.65009) Full Text: DOI
Zakradze, M.; Kublashvili, M.; Tabagari, Z.; Koblishvili, N. On numerical solving the Dirichlet generalized harmonic problem for regular \(n\)-sided pyramidal domains by the probabilistic method. (English) Zbl 1486.35156 Trans. A. Razmadze Math. Inst. 176, No. 1, 123-132 (2022). MSC: 35J05 35J25 65C30 65N75 PDFBibTeX XMLCite \textit{M. Zakradze} et al., Trans. A. Razmadze Math. Inst. 176, No. 1, 123--132 (2022; Zbl 1486.35156) Full Text: Link
Hao, Yongle; Liu, Siyu; Wang, Lin Numerical solutions for Helmholtz equation with stochastic interface based on PML method. (English) Zbl 1479.78012 J. Comput. Appl. Math. 404, Article ID 113877, 12 p. (2022). MSC: 78A45 78M10 78M31 65N30 65N50 65C05 65N15 35A15 35B25 35J05 35Q60 35R60 PDFBibTeX XMLCite \textit{Y. Hao} et al., J. Comput. Appl. Math. 404, Article ID 113877, 12 p. (2022; Zbl 1479.78012) Full Text: DOI
Priyadarshi, Gopal; Halim, Abdul A hybrid Haar wavelet collocation method for nonlocal hyperbolic partial differential equations. arXiv:2211.07249 Preprint, arXiv:2211.07249 [math.NA] (2022). MSC: 65T60 65C30 31A30 BibTeX Cite \textit{G. Priyadarshi} and \textit{A. Halim}, ``A hybrid Haar wavelet collocation method for nonlocal hyperbolic partial differential equations'', Preprint, arXiv:2211.07249 [math.NA] (2022) Full Text: arXiv OA License
Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs. (English) Zbl 1498.65210 Bungartz, Hans-Joachim (ed.) et al., Sparse grids and applications – Munich 2018. Selected papers based on the presentations at the fifth workshop, SGA2018, Munich, Germany, July 23–27, 2018. Cham: Springer. Lect. Notes Comput. Sci. Eng. 144, 1-31 (2021). MSC: 65N35 35J05 60H25 65D40 65N75 PDFBibTeX XMLCite \textit{O. G. Ernst} et al., Lect. Notes Comput. Sci. Eng. 144, 1--31 (2021; Zbl 1498.65210) Full Text: DOI arXiv
Gang, Bao; Lin, Yiwen Determination of random periodic structures in transverse magnetic polarization. (English) Zbl 1513.78003 Commun. Math. Res. 37, No. 3, 271-296 (2021). MSC: 78A46 65C30 65N21 78M31 62C10 60G15 35J05 35R60 PDFBibTeX XMLCite \textit{B. Gang} and \textit{Y. Lin}, Commun. Math. Res. 37, No. 3, 271--296 (2021; Zbl 1513.78003) Full Text: DOI
Wang, Dan; Cao, Yanzhao; Li, Qiang; Shen, Jihong A stochastic gradient descent method for the design of optimal random interface in thin-film solar cells. (English) Zbl 1499.65685 Int. J. Numer. Anal. Model. 18, No. 3, 384-398 (2021). MSC: 65N30 74K35 78A45 74A40 49Q10 65N12 35J05 78M10 74S05 PDFBibTeX XMLCite \textit{D. Wang} et al., Int. J. Numer. Anal. Model. 18, No. 3, 384--398 (2021; Zbl 1499.65685) Full Text: Link
Hong, Jialin; Ruan, Jialin; Sun, Liying; Wang, Lijin Structure-preserving numerical methods for stochastic Poisson systems. (English) Zbl 1481.65261 Commun. Comput. Phys. 29, No. 3, 802-830 (2021). MSC: 65N75 65P10 65D30 35R60 60H15 60H35 35J05 PDFBibTeX XMLCite \textit{J. Hong} et al., Commun. Comput. Phys. 29, No. 3, 802--830 (2021; Zbl 1481.65261) Full Text: DOI arXiv
Priyadarshi, Gopal; Kumar, Bayya Venkatesulu Rathish Parameter identification in multidimensional hyperbolic partial differential equations using wavelet collocation method. (English) Zbl 1512.65317 Math. Methods Appl. Sci. 44, No. 11, 9079-9095 (2021). MSC: 65T60 65C30 31A30 PDFBibTeX XMLCite \textit{G. Priyadarshi} and \textit{B. V. R. Kumar}, Math. Methods Appl. Sci. 44, No. 11, 9079--9095 (2021; Zbl 1512.65317) Full Text: DOI
Ganesh, M.; Kuo, Frances Y.; Sloan, Ian H. Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media. (English) Zbl 1459.65010 SIAM/ASA J. Uncertain. Quantif. 9, 106-134 (2021). MSC: 65C30 65C05 65N30 35J05 35R60 PDFBibTeX XMLCite \textit{M. Ganesh} et al., SIAM/ASA J. Uncertain. Quantif. 9, 106--134 (2021; Zbl 1459.65010) Full Text: DOI arXiv
Sun, Qi; Du, Qiang A distributed optimal control problem with averaged stochastic gradient descent. (English) Zbl 1518.65135 Commun. Comput. Phys. 27, No. 3, 753-774 (2020). MSC: 65N30 65D05 65K10 49J20 49M41 35J05 35R60 PDFBibTeX XMLCite \textit{Q. Sun} and \textit{Q. Du}, Commun. Comput. Phys. 27, No. 3, 753--774 (2020; Zbl 1518.65135) Full Text: DOI
Barzegar Kelishami, Hasan; Fariborzi Araghi, Mohammad Ali; Amirfakhrian, Majid The use of CESTAC method to find optimal shape parameter and optimal number of points in RBF-meshless methods to solve differential equations. (English) Zbl 1474.65455 Comput. Methods Differ. Equ. 8, No. 4, 685-707 (2020). MSC: 65N35 35J05 65D12 PDFBibTeX XMLCite \textit{H. Barzegar Kelishami} et al., Comput. Methods Differ. Equ. 8, No. 4, 685--707 (2020; Zbl 1474.65455) Full Text: DOI
Bao, Xuezhong; Hu, Lin; Guo, Huiqing Convergence balanced methods for stochastic variable delay differential equations with Poisson jumps. (Chinese. English summary) Zbl 1474.65009 Numer. Math., Nanjing 42, No. 3, 243-276 (2020). MSC: 65C30 34K50 PDFBibTeX XMLCite \textit{X. Bao} et al., Numer. Math., Nanjing 42, No. 3, 243--276 (2020; Zbl 1474.65009)
Khodadadian, Amirreza; Parvizi, Maryam; Heitzinger, Clemens An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system. (English) Zbl 1462.65166 Comput. Methods Appl. Mech. Eng. 368, Article ID 113163, 23 p. (2020). MSC: 65M75 65M50 65M12 65M15 60H15 35R60 82D37 65C30 PDFBibTeX XMLCite \textit{A. Khodadadian} et al., Comput. Methods Appl. Mech. Eng. 368, Article ID 113163, 23 p. (2020; Zbl 1462.65166) Full Text: DOI arXiv
Li, Jianliang; Helin, Tapio; Li, Peijun Inverse random source problems for time-harmonic acoustic and elastic waves. (English) Zbl 1461.78007 Commun. Partial Differ. Equations 45, No. 10, 1335-1380 (2020). Reviewer: Luis Filipe Pinheiro de Castro (Aveiro) MSC: 78A46 76Q05 74J20 74J25 60G60 35A01 35A02 35J05 35R30 65C30 PDFBibTeX XMLCite \textit{J. Li} et al., Commun. Partial Differ. Equations 45, No. 10, 1335--1380 (2020; Zbl 1461.78007) Full Text: DOI arXiv
Chen, Zhiming; Tuo, Rui; Zhang, Wenlong A balanced oversampling finite element method for elliptic problems with observational boundary data. (English) Zbl 1463.65364 J. Comput. Math. 38, No. 2, 355-374 (2020). MSC: 65N30 65N15 35J05 35R60 65D07 PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Comput. Math. 38, No. 2, 355--374 (2020; Zbl 1463.65364) Full Text: DOI arXiv
Thrasher, W. John; Mascagni, Michael Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation. (English) Zbl 1455.65011 Monte Carlo Methods Appl. 26, No. 3, 223-244 (2020). MSC: 65C05 65N75 65C30 PDFBibTeX XMLCite \textit{W. J. Thrasher} and \textit{M. Mascagni}, Monte Carlo Methods Appl. 26, No. 3, 223--244 (2020; Zbl 1455.65011) Full Text: DOI
Bao, Gang; Lin, Yiwen; Xu, Xiang Inverse scattering by a random periodic structure. (English) Zbl 1452.78015 SIAM J. Numer. Anal. 58, No. 5, 2934-2952 (2020). Reviewer: Luis Filipe Pinheiro de Castro (Aveiro) MSC: 78A46 65C30 65N21 35J05 62F15 PDFBibTeX XMLCite \textit{G. Bao} et al., SIAM J. Numer. Anal. 58, No. 5, 2934--2952 (2020; Zbl 1452.78015) Full Text: DOI arXiv
García Trillos, Nicolás; Gerlach, Moritz; Hein, Matthias; Slepčev, Dejan Error estimates for spectral convergence of the graph Laplacian on random geometric graphs toward the Laplace-Beltrami operator. (English) Zbl 1447.62141 Found. Comput. Math. 20, No. 4, 827-887 (2020). MSC: 62R30 62G20 35J05 65N25 60D05 58J50 68R10 05C50 PDFBibTeX XMLCite \textit{N. García Trillos} et al., Found. Comput. Math. 20, No. 4, 827--887 (2020; Zbl 1447.62141) Full Text: DOI arXiv
Taghvaei, Amirhossein; Mehta, Prashant G.; Meyn, Sean P. Diffusion map-based algorithm for gain function approximation in the feedback particle filter. (English) Zbl 1451.65225 SIAM/ASA J. Uncertain. Quantif. 8, 1090-1117 (2020). Reviewer: Piotr Biler (Wrocław) MSC: 65N75 93E11 65N15 65C30 35J05 PDFBibTeX XMLCite \textit{A. Taghvaei} et al., SIAM/ASA J. Uncertain. Quantif. 8, 1090--1117 (2020; Zbl 1451.65225) Full Text: DOI arXiv
Sabelfeld, Karl; Kireeva, Anastasya A new global random walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points. (English) Zbl 1442.82005 Appl. Math. Lett. 107, Article ID 106466, 8 p. (2020). MSC: 82B41 82C41 82D37 82M60 35J05 65C20 65N80 33C10 PDFBibTeX XMLCite \textit{K. Sabelfeld} and \textit{A. Kireeva}, Appl. Math. Lett. 107, Article ID 106466, 8 p. (2020; Zbl 1442.82005) Full Text: DOI
Pham, Duong Thanh; Tran, Thanh; Dinh, Dũng; Chernov, Alexey Exterior Dirichlet and Neumann problems in domains with random boundaries. (English) Zbl 1435.65219 Bull. Malays. Math. Sci. Soc. (2) 43, No. 2, 1311-1342 (2020). MSC: 65N38 65N15 65N50 35B20 35J05 35R60 PDFBibTeX XMLCite \textit{D. T. Pham} et al., Bull. Malays. Math. Sci. Soc. (2) 43, No. 2, 1311--1342 (2020; Zbl 1435.65219) Full Text: DOI
Tuan, Nguyen Huy; Zhou, Yong; Thach, Tran Ngoc; Can, Nguyen Huu An approximate solution for a nonlinear biharmonic equation with discrete random data. (English) Zbl 1434.65233 J. Comput. Appl. Math. 371, Article ID 112711, 19 p. (2020). MSC: 65N21 65N20 31A30 35R30 35R60 65N35 PDFBibTeX XMLCite \textit{N. H. Tuan} et al., J. Comput. Appl. Math. 371, Article ID 112711, 19 p. (2020; Zbl 1434.65233) Full Text: DOI
Ren, Zhicong; Xu, Wei An improved path integration method for nonlinear systems under Poisson white noise excitation. (English) Zbl 1433.70038 Appl. Math. Comput. 373, Article ID 125036, 14 p. (2020). MSC: 70L05 74H50 60H40 65C30 60H10 60J27 PDFBibTeX XMLCite \textit{Z. Ren} and \textit{W. Xu}, Appl. Math. Comput. 373, Article ID 125036, 14 p. (2020; Zbl 1433.70038) Full Text: DOI
Katrutsa, Alexandr; Daulbaev, Talgat; Oseledets, Ivan Black-box learning of multigrid parameters. (English) Zbl 1440.65265 J. Comput. Appl. Math. 368, Article ID 112524, 12 p. (2020). MSC: 65N55 65N06 65K10 68T05 62L20 35J05 PDFBibTeX XMLCite \textit{A. Katrutsa} et al., J. Comput. Appl. Math. 368, Article ID 112524, 12 p. (2020; Zbl 1440.65265) Full Text: DOI
Werner, Frank; Hofmann, Bernd Convergence analysis of (statistical) inverse problems under conditional stability estimates. (English) Zbl 1485.65059 Inverse Probl. 36, No. 1, Article ID 015004, 23 p. (2020). MSC: 65J20 60H30 35J05 60H40 PDFBibTeX XMLCite \textit{F. Werner} and \textit{B. Hofmann}, Inverse Probl. 36, No. 1, Article ID 015004, 23 p. (2020; Zbl 1485.65059) Full Text: DOI arXiv
Bao, Gang; Cao, Yanzhao; Lin, Junshan; van Wyk, Hans Werner Computational optimal design of random rough surfaces in thin-film solar cells. (English) Zbl 1479.35248 Commun. Comput. Phys. 25, No. 5, 1591-1612 (2019). MSC: 35J05 35R60 65C05 65C30 PDFBibTeX XMLCite \textit{G. Bao} et al., Commun. Comput. Phys. 25, No. 5, 1591--1612 (2019; Zbl 1479.35248) Full Text: DOI
Wang, Guanjie; Liao, Qifeng Efficient spectral stochastic finite element methods for Helmholtz equations with random inputs. (English) Zbl 1462.65014 East Asian J. Appl. Math. 9, No. 3, 601-621 (2019). MSC: 65C30 60H35 65N75 35J05 PDFBibTeX XMLCite \textit{G. Wang} and \textit{Q. Liao}, East Asian J. Appl. Math. 9, No. 3, 601--621 (2019; Zbl 1462.65014) Full Text: DOI
Ghoreishi, F.; Keshavarzi, Changiz Goli Preconditioning RBF collocation method by adapted finite difference matrix. (English) Zbl 1435.65217 Adv. Comput. Math. 45, No. 5-6, 3293-3325 (2019). MSC: 65N35 65N20 65N06 35P15 15B05 35R60 35J05 65F35 PDFBibTeX XMLCite \textit{F. Ghoreishi} and \textit{C. G. Keshavarzi}, Adv. Comput. Math. 45, No. 5--6, 3293--3325 (2019; Zbl 1435.65217) Full Text: DOI
Li, Jianliang; Li, Peijun Inverse elastic scattering for a random source. (English) Zbl 1427.74074 SIAM J. Math. Anal. 51, No. 6, 4570-4603 (2019). MSC: 74J25 35Q74 35J05 35S05 35R60 35J20 35P25 35R30 65C30 PDFBibTeX XMLCite \textit{J. Li} and \textit{P. Li}, SIAM J. Math. Anal. 51, No. 6, 4570--4603 (2019; Zbl 1427.74074) Full Text: DOI arXiv
Bogomolov, S. V.; Esikova, N. B.; Kuvshinnikov, A. E.; Smirnov, P. N. On gas dynamic hierarchy. (English) Zbl 1434.76108 Dimov, Ivan (ed.) et al., Finite difference methods. Theory and applications. 7th international conference, FDM 2018, Lozenetz, Bulgaria, June 11–16, 2018. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11386, 167-174 (2019). MSC: 76P05 76M28 65L05 82D05 PDFBibTeX XMLCite \textit{S. V. Bogomolov} et al., Lect. Notes Comput. Sci. 11386, 167--174 (2019; Zbl 1434.76108) Full Text: DOI
Hauray, Maxime; Salem, Samir Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D. (English) Zbl 1420.35412 Kinet. Relat. Models 12, No. 2, 269-302 (2019). MSC: 35Q83 35Q84 60K35 65C35 PDFBibTeX XMLCite \textit{M. Hauray} and \textit{S. Salem}, Kinet. Relat. Models 12, No. 2, 269--302 (2019; Zbl 1420.35412) Full Text: DOI arXiv
Andersson, Adam; Lindner, Felix Malliavin regularity and weak approximation of semilinear SPDEs with Lévy noise. (English) Zbl 1420.60078 Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4271-4294 (2019). MSC: 60H15 60G51 60H07 65C30 65M60 PDFBibTeX XMLCite \textit{A. Andersson} and \textit{F. Lindner}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4271--4294 (2019; Zbl 1420.60078) Full Text: DOI arXiv
Jia, Junxiong; Wu, Bangyu; Peng, Jigen; Gao, Jinghuai Recursive linearization method for inverse medium scattering problems with complex mixture Gaussian error learning. (English) Zbl 1419.65099 Inverse Probl. 35, No. 7, Article ID 075003, 29 p. (2019). MSC: 65N21 78A46 65H10 68T05 35J05 60H15 62C10 PDFBibTeX XMLCite \textit{J. Jia} et al., Inverse Probl. 35, No. 7, Article ID 075003, 29 p. (2019; Zbl 1419.65099) Full Text: DOI arXiv
Carrillo, José A.; Choi, Young-Pil; Salem, Samir Propagation of chaos for the Vlasov-Poisson-Fokker-Planck equation with a polynomial cut-off. (English) Zbl 1417.35201 Commun. Contemp. Math. 21, No. 4, Article ID 1850039, 28 p. (2019). MSC: 35Q83 35Q84 60K35 65C35 PDFBibTeX XMLCite \textit{J. A. Carrillo} et al., Commun. Contemp. Math. 21, No. 4, Article ID 1850039, 28 p. (2019; Zbl 1417.35201) Full Text: DOI arXiv
Wang, Ting; Plecháč, Petr Steady-state sensitivity analysis of continuous time Markov chains. (English) Zbl 1415.65012 SIAM J. Numer. Anal. 57, No. 1, 192-217 (2019). MSC: 65C05 65C40 60J27 60H35 PDFBibTeX XMLCite \textit{T. Wang} and \textit{P. Plecháč}, SIAM J. Numer. Anal. 57, No. 1, 192--217 (2019; Zbl 1415.65012) Full Text: DOI arXiv
Chen, Chuchu; Liu, Di Ergodic approximation to chemical reaction system with delay. (English) Zbl 1418.60049 SIAM J. Numer. Anal. 57, No. 1, 70-95 (2019). MSC: 60H07 65C20 65C30 PDFBibTeX XMLCite \textit{C. Chen} and \textit{D. Liu}, SIAM J. Numer. Anal. 57, No. 1, 70--95 (2019; Zbl 1418.60049) Full Text: DOI
Xu, Zhen; Zhang, Hui Stabilized semi-implicit numerical schemes for the Cahn-Hilliard-like equation with variable interfacial parameter. (English) Zbl 1407.65135 J. Comput. Appl. Math. 346, 307-322 (2019). MSC: 65M06 35Q56 65T50 35R60 35J05 82D60 82C26 PDFBibTeX XMLCite \textit{Z. Xu} and \textit{H. Zhang}, J. Comput. Appl. Math. 346, 307--322 (2019; Zbl 1407.65135) Full Text: DOI
Grothaus, Martin; Raskop, Thomas Oblique stochastic boundary value problem. (English) Zbl 1410.65447 Freeden, Willi (ed.) et al., Handbook of mathematical geodesy. Functional analytic and potential theoretic methods. Cham: Birkhäuser. Geosyst. Math., 491-516 (2018). MSC: 65N30 35D30 35A01 35A02 35R60 35J05 35Q86 PDFBibTeX XMLCite \textit{M. Grothaus} and \textit{T. Raskop}, in: Handbook of mathematical geodesy. Functional analytic and potential theoretic methods. Cham: Birkhäuser. 491--516 (2018; Zbl 1410.65447) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002 Differ. Uravn. Protsessy Upr. 2018, No. 4, 1073 p., open access (2018). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDFBibTeX XML Full Text: Link
Roussel, Julien; Stoltz, Gabriel Spectral methods for Langevin dynamics and associated error estimates. (English) Zbl 1404.82050 ESAIM, Math. Model. Numer. Anal. 52, No. 3, 1051-1083 (2018). MSC: 82C31 35H10 65N35 65N15 65N12 PDFBibTeX XMLCite \textit{J. Roussel} and \textit{G. Stoltz}, ESAIM, Math. Model. Numer. Anal. 52, No. 3, 1051--1083 (2018; Zbl 1404.82050) Full Text: DOI arXiv
Heitzinger, Clemens; Leumüller, Michael; Pammer, Gudmund; Rigger, Stefan Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation. (English) Zbl 1391.60158 SIAM/ASA J. Uncertain. Quantif. 6, 1019-1042 (2018). MSC: 60H15 35B30 65K10 65M70 PDFBibTeX XMLCite \textit{C. Heitzinger} et al., SIAM/ASA J. Uncertain. Quantif. 6, 1019--1042 (2018; Zbl 1391.60158) Full Text: DOI
Li, Jingshi; Wang, Xiaoshen; Zhang, Kai An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations. (English) Zbl 1388.93110 Numer. Algorithms 78, No. 1, 161-191 (2018). MSC: 93E25 90C15 35J05 65K10 65C05 65N30 PDFBibTeX XMLCite \textit{J. Li} et al., Numer. Algorithms 78, No. 1, 161--191 (2018; Zbl 1388.93110) Full Text: DOI
Li, Ming; Chen, Chuchu; Li, Peijun Inverse random source scattering for the Helmholtz equation in inhomogeneous media. (English) Zbl 1474.35695 Inverse Probl. 34, No. 1, Article ID 015003, 19 p. (2018). MSC: 35R30 35J05 35P25 60H15 65N21 PDFBibTeX XMLCite \textit{M. Li} et al., Inverse Probl. 34, No. 1, Article ID 015003, 19 p. (2018; Zbl 1474.35695) Full Text: DOI Link
Wan, Xiaoliang; Zhou, Xiang Asymptotically efficient simulation of elliptic problems with small random forcing. (English) Zbl 1383.65005 SIAM J. Sci. Comput. 40, No. 1, A548-A572 (2018). MSC: 65C05 60H15 60H35 35R60 35J05 PDFBibTeX XMLCite \textit{X. Wan} and \textit{X. Zhou}, SIAM J. Sci. Comput. 40, No. 1, A548--A572 (2018; Zbl 1383.65005) Full Text: DOI
Bréhier, Charles-Edouard; Kopec, Marie Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme. (English) Zbl 1433.65249 IMA J. Numer. Anal. 37, No. 3, 1375-1410 (2017). MSC: 65M75 35R60 60H15 65M60 PDFBibTeX XMLCite \textit{C.-E. Bréhier} and \textit{M. Kopec}, IMA J. Numer. Anal. 37, No. 3, 1375--1410 (2017; Zbl 1433.65249) Full Text: DOI arXiv
Artem’ev, S. S.; Yakunin, M. A. Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method. (Russian, English) Zbl 1413.65007 Sib. Zh. Ind. Mat. 20, No. 2, 3-14 (2017); translation in J. Appl. Ind. Math. 11, No. 2, 157-167 (2017). MSC: 65C30 34F05 65C05 PDFBibTeX XMLCite \textit{S. S. Artem'ev} and \textit{M. A. Yakunin}, Sib. Zh. Ind. Mat. 20, No. 2, 3--14 (2017; Zbl 1413.65007); translation in J. Appl. Ind. Math. 11, No. 2, 157--167 (2017) Full Text: DOI
Ye, Qi Kernel-based approximation methods for partial differential equations: deterministic or stochastic problems? (English) Zbl 1385.65012 Fasshauer, Gregory E. (ed.) et al., Approximation theory XV: San Antonio 2016. Selected papers based on the presentations at the international conference, San Antonio, TX, USA, May 22–25, 2016. Cham: Springer (ISBN 978-3-319-59911-3/hbk; 978-3-319-59912-0/ebook). Springer Proceedings in Mathematics & Statistics 201, 375-398 (2017). MSC: 65C30 60H15 60H35 35R60 35J05 PDFBibTeX XMLCite \textit{Q. Ye}, Springer Proc. Math. Stat. 201, 375--398 (2017; Zbl 1385.65012) Full Text: DOI
Chen, Chuchu; Liu, Di Error analysis for D-leaping scheme of chemical reaction system with delay. (English) Zbl 1386.60192 Multiscale Model. Simul. 15, No. 4, 1797-1829 (2017). MSC: 60H07 65C20 65C30 PDFBibTeX XMLCite \textit{C. Chen} and \textit{D. Liu}, Multiscale Model. Simul. 15, No. 4, 1797--1829 (2017; Zbl 1386.60192) Full Text: DOI
Fournier, Nicolas; Jourdain, Benjamin Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes. (English) Zbl 1447.65106 Ann. Appl. Probab. 27, No. 5, 2807-2861 (2017). MSC: 65M75 65C35 35K55 60H10 60J65 60G55 35B44 92C17 35Q92 PDFBibTeX XMLCite \textit{N. Fournier} and \textit{B. Jourdain}, Ann. Appl. Probab. 27, No. 5, 2807--2861 (2017; Zbl 1447.65106) Full Text: DOI arXiv Euclid
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004 Differ. Uravn. Protsessy Upr. 2017, No. 2, 1000 p., open access (2017). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab (Russian). 5th edition. St. Petersburg: Sankt-Peterburgskiĭ Gosudarstvennyĭ Politekhnicheskiĭ Universitet (2017; Zbl 1368.60004) Full Text: Link
Yang, Xu; Wang, Xiaojie A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models. (English) Zbl 1359.65016 Numer. Algorithms 74, No. 1, 39-57 (2017). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 65L20 60H35 34F05 PDFBibTeX XMLCite \textit{X. Yang} and \textit{X. Wang}, Numer. Algorithms 74, No. 1, 39--57 (2017; Zbl 1359.65016) Full Text: DOI
Gosse, Laurent; Vauchelet, Nicolas Hydrodynamic singular regimes in \(1+1\) kinetic models and spectral numerical methods. (English) Zbl 1416.65378 J. Math. Anal. Appl. 445, No. 1, 564-603 (2017). MSC: 65M70 76P05 82C31 82C80 92C17 PDFBibTeX XMLCite \textit{L. Gosse} and \textit{N. Vauchelet}, J. Math. Anal. Appl. 445, No. 1, 564--603 (2017; Zbl 1416.65378) Full Text: DOI
Zhang, Guannan; Zhao, Weidong; Webster, Clayton; Gunzburger, Max Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs. (English) Zbl 1443.65266 Comput. Math. Appl. 71, No. 11, 2479-2496 (2016). MSC: 65M75 35K15 35K57 35K58 35R60 PDFBibTeX XMLCite \textit{G. Zhang} et al., Comput. Math. Appl. 71, No. 11, 2479--2496 (2016; Zbl 1443.65266) Full Text: DOI arXiv
Lu, Junxiang; Wu, Yu; Ma, Mei; Du, Yanli Convergence of numerical solution to stochastic delay functional differential equations with Poisson jump and Markovian switching. (English) Zbl 1374.65004 Basic Sci. J. Text. Univ. 29, No. 3, 373-384 (2016). MSC: 65C30 65L20 34K28 34K50 60H10 60H35 PDFBibTeX XMLCite \textit{J. Lu} et al., Basic Sci. J. Text. Univ. 29, No. 3, 373--384 (2016; Zbl 1374.65004) Full Text: DOI
Zhou, Yijing; Cai, Wei Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions. (English) Zbl 1352.65021 J. Sci. Comput. 69, No. 1, 107-121 (2016). MSC: 65C30 60H15 60H35 35R60 60J65 35J05 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{W. Cai}, J. Sci. Comput. 69, No. 1, 107--121 (2016; Zbl 1352.65021) Full Text: DOI arXiv
Lee, Chiun-Chang; Lee, Hijin; Hyon, Yunkyong; Lin, Tai-Chia; Liu, Chun Boundary layer solutions of charge conserving Poisson-Boltzmann equations: one-dimensional case. (English) Zbl 1344.76077 Commun. Math. Sci. 14, No. 4, 911-940 (2016). MSC: 76P05 76A05 65C30 76M25 35Q20 PDFBibTeX XMLCite \textit{C.-C. Lee} et al., Commun. Math. Sci. 14, No. 4, 911--940 (2016; Zbl 1344.76077) Full Text: DOI arXiv
Artemiev, S. S.; Yakunin, M. A. Analysis of estimation accuracy of the first moments of a Monte Carlo solution to an SDE with Wiener and Poisson components. (Russian, English) Zbl 1349.65029 Sib. Zh. Vychisl. Mat. 19, No. 1, 33-45 (2016); translation in Numer. Analysis Appl. 9, No. 1, 24-33 (2016). MSC: 65C30 65C05 60H10 34F05 PDFBibTeX XMLCite \textit{S. S. Artemiev} and \textit{M. A. Yakunin}, Sib. Zh. Vychisl. Mat. 19, No. 1, 33--45 (2016; Zbl 1349.65029); translation in Numer. Analysis Appl. 9, No. 1, 24--33 (2016) Full Text: DOI
Yi, Yulian; Wang, Wenqiang Mean-square convergence of Heun method for stochastic delay differential equation with Poisson jumps. (Chinese. English summary) Zbl 1349.65039 Math. Appl. 28, No. 4, 938-948 (2015). MSC: 65C30 34K50 34K28 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Yi} and \textit{W. Wang}, Math. Appl. 28, No. 4, 938--948 (2015; Zbl 1349.65039)
Kovács, Mihály; Lindner, Felix; Schilling, René L. Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise. (English) Zbl 1335.60131 SIAM/ASA J. Uncertain. Quantif. 3, 1159-1199 (2015). MSC: 60H35 60H15 60H20 60F05 60G51 60G57 60G55 65C30 35R60 PDFBibTeX XMLCite \textit{M. Kovács} et al., SIAM/ASA J. Uncertain. Quantif. 3, 1159--1199 (2015; Zbl 1335.60131) 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
Giraldi, L.; Nouy, A.; Legrain, G. Low-rank approximate inverse for preconditioning tensor-structured linear systems. (English) Zbl 1307.65033 SIAM J. Sci. Comput. 36, No. 4, A1850-A1870 (2014). Reviewer: Constantin Popa (Constanţa) MSC: 65F08 15A69 15A09 65F10 65F50 65C30 60H15 35J05 PDFBibTeX XMLCite \textit{L. Giraldi} et al., SIAM J. Sci. Comput. 36, No. 4, A1850--A1870 (2014; Zbl 1307.65033) Full Text: DOI arXiv
Pagès, Gilles; Panloup, Fabien A mixed-step algorithm for the approximation of the stationary regime of a diffusion. (English) Zbl 1284.60075 Stochastic Processes Appl. 124, No. 1, 522-565 (2014). MSC: 60G10 60J60 65C05 65D15 60F05 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{F. Panloup}, Stochastic Processes Appl. 124, No. 1, 522--565 (2014; Zbl 1284.60075) Full Text: DOI
Yue, Xiaokui; Xu, Yong; Yuan, Jianping Approximate stationary solution for beam-beam interaction models with parametric Poisson white noise. (English) Zbl 1356.60095 CMES, Comput. Model. Eng. Sci. 93, No. 4, 277-291 (2013). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{X. Yue} et al., CMES, Comput. Model. Eng. Sci. 93, No. 4, 277--291 (2013; Zbl 1356.60095) Full Text: DOI
Bogomolov, S. V.; Gudich, I. G. Towards a stochastic diffusion gas model verification. (Russian. English summary) Zbl 1357.65206 Mat. Model. 25, No. 11, 17-32 (2013). MSC: 65M75 35Q20 35Q84 60J70 65Y10 76P05 PDFBibTeX XMLCite \textit{S. V. Bogomolov} and \textit{I. G. Gudich}, Mat. Model. 25, No. 11, 17--32 (2013; Zbl 1357.65206) Full Text: DOI MNR
Schwab, Christoph QMC Galerkin discretization of parametric operator equations. (English) Zbl 1302.65020 Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 613-629 (2013). MSC: 65C05 65N30 35J25 35J05 35R60 65N15 PDFBibTeX XMLCite \textit{C. Schwab}, Springer Proc. Math. Stat. 65, 613--629 (2013; Zbl 1302.65020) Full Text: DOI Link
Mao, Wei Approximate solutions of two-dimensional Navier-Stokes equations driven by Poisson random measures. (Chinese. English summary) Zbl 1299.60081 Math. Appl. 26, No. 4, 934-942 (2013). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{W. Mao}, Math. Appl. 26, No. 4, 934--942 (2013; Zbl 1299.60081)
Sabelfeld, K. K. A stochastic spectral projection method for solving PDEs in domains composed by overlapping discs, spheres, and half-spaces. (English) Zbl 1283.65114 Appl. Math. Comput. 219, No. 10, 5123-5139 (2013); corrigendum ibid. 248, 697-701 (2014). MSC: 65N75 35J05 74B05 PDFBibTeX XMLCite \textit{K. K. Sabelfeld}, Appl. Math. Comput. 219, No. 10, 5123--5139 (2013; Zbl 1283.65114) Full Text: DOI
Zong, Xiaofeng; Wu, Fuke; Tian, Tianhai Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems. (English) Zbl 1286.65013 J. Difference Equ. Appl. 19, No. 11, 1733-1757 (2013). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 60H10 65L20 34F05 PDFBibTeX XMLCite \textit{X. Zong} et al., J. Difference Equ. Appl. 19, No. 11, 1733--1757 (2013; Zbl 1286.65013) Full Text: DOI
Graham, Carl; Talay, Denis Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation. (English) Zbl 1281.65003 Stochastic Modelling and Applied Probability 68. Berlin: Springer (ISBN 978-3-642-39362-4/hbk; 978-3-642-39363-1/ebook). xvi, 260 p. (2013). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65-02 65C05 65C30 65C20 65C40 65C60 00A72 11K45 60K25 82C80 91G60 60H15 60H35 35R60 60H30 60J05 60J22 PDFBibTeX XMLCite \textit{C. Graham} and \textit{D. Talay}, Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation. Berlin: Springer (2013; Zbl 1281.65003) Full Text: DOI
Del Moral, Pierre Mean field simulation for Monte Carlo integration. (English) Zbl 1282.65011 Monographs on Statistics and Applied Probability 126. Boca Raton, FL: CRC Press (ISBN 978-1-4665-0405-9/hbk; 978-1-138-19873-9/pbk; 978-1-4665-0417-2/ebook). xlvii, 578 p. (2013). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C40 65C35 65C30 65C20 68U20 65-02 82C31 82C40 82C80 81Q30 94A12 60G35 81V70 PDFBibTeX XMLCite \textit{P. Del Moral}, Mean field simulation for Monte Carlo integration. Boca Raton, FL: CRC Press (2013; Zbl 1282.65011) Full Text: DOI
Gosse, Laurent Computing qualitatively correct approximations of balance laws. Exponential-fit, well-balanced and asymptotic-preserving. (English) Zbl 1272.65065 SIMAI Springer Series 2. Milano: Springer (ISBN 978-88-470-2891-3/hbk; 978-88-470-2892-0/ebook). xix, 340 p. (2013). Reviewer: Gisbert Stoyan (Budapest) MSC: 65M06 65M15 65M12 65-02 35L72 35Q82 82C40 82D37 82C31 35Q20 35Q53 35Q83 PDFBibTeX XMLCite \textit{L. Gosse}, Computing qualitatively correct approximations of balance laws. Exponential-fit, well-balanced and asymptotic-preserving. Milano: Springer (2013; Zbl 1272.65065) Full Text: DOI
Cioica, Petru A.; Dahlke, Stephan; Döhring, Nicolas; Kinzel, Stefan; Lindner, Felix; Raasch, Thorsten; Ritter, Klaus; Schilling, René L. Adaptive wavelet methods for the stochastic Poisson equation. (English) Zbl 1260.65003 BIT 52, No. 3, 589-614 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H15 60H35 35R60 65T60 PDFBibTeX XMLCite \textit{P. A. Cioica} et al., BIT 52, No. 3, 589--614 (2012; Zbl 1260.65003) Full Text: DOI
Sabelfeld, Karl; Mozartova, Nadezhda Stochastic boundary collocation and spectral methods for solving PDEs. (English) Zbl 1252.65016 Monte Carlo Methods Appl. 18, No. 3, 217-263 (2012). MSC: 65C30 PDFBibTeX XMLCite \textit{K. Sabelfeld} and \textit{N. Mozartova}, Monte Carlo Methods Appl. 18, No. 3, 217--263 (2012; Zbl 1252.65016) Full Text: DOI
Jiang, Feng; Shen, Yi; Wu, Fuke Jump systems with the mean-reverting \(\gamma \)-process and convergence of the numerical approximation. (English) Zbl 1246.65015 Stoch. Dyn. 12, No. 2, 1150018, 15 p. (2012). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 60H10 91G60 34F05 65L05 65L20 PDFBibTeX XMLCite \textit{F. Jiang} et al., Stoch. Dyn. 12, No. 2, 1150018, 15 p. (2012; Zbl 1246.65015) Full Text: DOI
Gu, Gaofeng; Zhang, Qimin Numerical analysis of a stochastic age-structured population equation with Poisson jumps in Banach spaces. (English) Zbl 1249.65005 Math. Appl. 24, No. 4, 645-652 (2011). MSC: 65C30 60H15 92D25 65M06 35R60 60H35 PDFBibTeX XMLCite \textit{G. Gu} and \textit{Q. Zhang}, Math. Appl. 24, No. 4, 645--652 (2011; Zbl 1249.65005)
Hu, Lin; Gan, Siqing Stability of the Milstein method for stochastic differential equations with jumps. (English) Zbl 1230.60071 J. Appl. Math. Inform. 29, No. 5-6, 1311-1325 (2011). MSC: 60H35 60H10 65C20 65L20 PDFBibTeX XMLCite \textit{L. Hu} and \textit{S. Gan}, J. Appl. Math. Inform. 29, No. 5--6, 1311--1325 (2011; Zbl 1230.60071) Full Text: Link
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui Convergence rate of numerical solutions to SFDEs with jumps. (English) Zbl 1236.65005 J. Comput. Appl. Math. 236, No. 2, 119-131 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 65L20 60H35 34K50 34K28 34F05 60H10 60J65 PDFBibTeX XMLCite \textit{J. Bao} et al., J. Comput. Appl. Math. 236, No. 2, 119--131 (2011; Zbl 1236.65005) Full Text: DOI arXiv
Xu, Yong; Duan, Jinqiao; Xu, Wei An averaging principle for stochastic dynamical systems with Lévy noise. (English) Zbl 1236.60060 Physica D 240, No. 17, 1395-1401 (2011). Reviewer: Tran Nhu Pham (Hanoi) MSC: 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{Y. Xu} et al., Physica D 240, No. 17, 1395--1401 (2011; Zbl 1236.60060) Full Text: DOI
Tsuji, Paul; Xiu, Dongbin; Ying, Lexing Fast method for high-frequency acoustic scattering from random scatterers. (English) Zbl 1465.65160 Int. J. Uncertain. Quantif. 1, No. 2, 99-117 (2011). MSC: 65N38 35J05 35R60 PDFBibTeX XMLCite \textit{P. Tsuji} et al., Int. J. Uncertain. Quantif. 1, No. 2, 99--117 (2011; Zbl 1465.65160) Full Text: DOI
Ciałkowski, Michał J.; Grysa, Krzysztof Trefftz method in solving the inverse problems. (English) Zbl 1279.35103 J. Inverse Ill-Posed Probl. 18, No. 6, 595-616 (2010). MSC: 35R30 31A25 35J05 35L05 35K05 65N21 74S05 90C31 93E24 PDFBibTeX XMLCite \textit{M. J. Ciałkowski} and \textit{K. Grysa}, J. Inverse Ill-Posed Probl. 18, No. 6, 595--616 (2010; Zbl 1279.35103) Full Text: DOI
Ermakov, S. M. Parametrically splitting algorithms. (English. Russian original) Zbl 1255.65012 Vestn. St. Petersbg. Univ., Math. 43, No. 4, 211-216 (2010); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2010, No. 4, 25-31 (2010). MSC: 65C05 65F08 35J05 65N06 PDFBibTeX XMLCite \textit{S. M. Ermakov}, Vestn. St. Petersbg. Univ., Math. 43, No. 4, 211--216 (2010; Zbl 1255.65012); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2010, No. 4, 25--31 (2010) Full Text: DOI
Mattingly, Jonathan C.; Stuart, Andrew M.; Tretyakov, M. V. Convergence of numerical time-averaging and stationary measures via Poisson equations. (English) Zbl 1217.65014 SIAM J. Numer. Anal. 48, No. 2, 552-577 (2010). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H35 37H10 60H10 34F05 65L20 65L70 65L12 PDFBibTeX XMLCite \textit{J. C. Mattingly} et al., SIAM J. Numer. Anal. 48, No. 2, 552--577 (2010; Zbl 1217.65014) Full Text: DOI arXiv Link
Averina, T. A. Statistical simulation methods for a nonhomogeneous Poisson ensemble. (Russian, English) Zbl 1212.65004 Sib. Zh. Vychisl. Mat. 12, No. 4, 361-374 (2009); translation in Numer. Analysis Appl. 2, No. 4, 289-301 (2010). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{T. A. Averina}, Sib. Zh. Vychisl. Mat. 12, No. 4, 361--374 (2009; Zbl 1212.65004); translation in Numer. Analysis Appl. 2, No. 4, 289--301 (2010)
Maire, Sylvain; Tanré, Etienne Stochastic spectral formulations for elliptic problems. (English) Zbl 1184.65006 L’ Ecuyer, Pierre (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6–11, 2008. Berlin: Springer (ISBN 978-3-642-04106-8/hbk). 513-528 (2009). MSC: 65C05 35J05 65N15 PDFBibTeX XMLCite \textit{S. Maire} and \textit{E. Tanré}, in: Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6--11, 2008. Berlin: Springer. 513--528 (2009; Zbl 1184.65006) Full Text: DOI Link
Sabelfeld, K.; Mozartova, N. Sparsified randomization algorithms for large systems of linear equations and a new version of the random walk on boundary method. (English) Zbl 1180.65007 Monte Carlo Methods Appl. 15, No. 3, 257-284 (2009). MSC: 65C05 65C50 60G50 65C40 65N38 35J05 PDFBibTeX XMLCite \textit{K. Sabelfeld} and \textit{N. Mozartova}, Monte Carlo Methods Appl. 15, No. 3, 257--284 (2009; Zbl 1180.65007) Full Text: DOI