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Found 154 Documents (Results 1–100)

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).
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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).
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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).
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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
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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).
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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

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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).
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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).
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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).
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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).
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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).
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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).
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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
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