Etling, Tommy; Herzog, Roland; Siebenborn, Martin Optimum experimental design for interface identification problems. (English) Zbl 1433.62211 SIAM J. Sci. Comput. 41, No. 6, A3498-A3523 (2019). Reviewer: Fabio Rapallo (Alessandria) MSC: 62K05 35K20 60J60 PDFBibTeX XMLCite \textit{T. Etling} et al., SIAM J. Sci. Comput. 41, No. 6, A3498--A3523 (2019; Zbl 1433.62211) Full Text: DOI arXiv
Gulian, Mamikon; Raissi, Maziar; Perdikaris, Paris; Karniadakis, George Machine learning of space-fractional differential equations. (English) Zbl 1419.35209 SIAM J. Sci. Comput. 41, No. 4, A2485-A2509 (2019). MSC: 35R11 62F15 60G15 60G52 62M10 65N21 PDFBibTeX XMLCite \textit{M. Gulian} et al., SIAM J. Sci. Comput. 41, No. 4, A2485--A2509 (2019; Zbl 1419.35209) Full Text: DOI arXiv
Meinecke, Lina; Engblom, Stefan; Hellander, Andreas; Lötstedt, Per Analysis and design of jump coefficients in discrete stochastic diffusion models. (English) Zbl 1330.65017 SIAM J. Sci. Comput. 38, No. 1, A55-A83 (2016). MSC: 65C30 60H15 60H35 65C40 60J60 65M60 65M15 35R60 PDFBibTeX XMLCite \textit{L. Meinecke} et al., SIAM J. Sci. Comput. 38, No. 1, A55--A83 (2016; Zbl 1330.65017) Full Text: DOI arXiv
Pinski, F. J.; Simpson, G.; Stuart, A. M.; Weber, H. Algorithms for Kullback-Leibler approximation of probability measures in infinite dimensions. (English) Zbl 1348.60033 SIAM J. Sci. Comput. 37, No. 6, A2733-A2757 (2015). MSC: 60F05 65C50 60G15 60J60 62G05 65C05 35R30 PDFBibTeX XMLCite \textit{F. J. Pinski} et al., SIAM J. Sci. Comput. 37, No. 6, A2733--A2757 (2015; Zbl 1348.60033) Full Text: DOI arXiv
Ruijter, M. J.; Oosterlee, C. W. A Fourier cosine method for an efficient computation of solutions to BSDEs. (English) Zbl 1314.65011 SIAM J. Sci. Comput. 37, No. 2, A859-A889 (2015). MSC: 65C30 65T40 60H35 60E10 91G20 91G60 PDFBibTeX XMLCite \textit{M. J. Ruijter} and \textit{C. W. Oosterlee}, SIAM J. Sci. Comput. 37, No. 2, A859--A889 (2015; Zbl 1314.65011) Full Text: DOI
Zhao, Weidong; Fu, Yu; Zhou, Tao New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations. (English) Zbl 1316.65014 SIAM J. Sci. Comput. 36, No. 4, A1731-A1751 (2014). MSC: 65C30 60H10 34F05 60H35 PDFBibTeX XMLCite \textit{W. Zhao} et al., SIAM J. Sci. Comput. 36, No. 4, A1731--A1751 (2014; Zbl 1316.65014) Full Text: DOI arXiv
Kallemov, Bakytzhan; Miller, Gregory H. A second-order strong method for the Langevin equations with holonomic constraints. (English) Zbl 1239.60046 SIAM J. Sci. Comput. 33, No. 2, 653-676 (2011). Reviewer: Martin Grothaus (Kaiserslautern) MSC: 60H10 58J65 82C31 65L07 PDFBibTeX XMLCite \textit{B. Kallemov} and \textit{G. H. Miller}, SIAM J. Sci. Comput. 33, No. 2, 653--676 (2011; Zbl 1239.60046) Full Text: DOI
Chalmers, Graeme D.; Higham, Desmond J. Asymptotic stability of a jump-diffusion equation and its numerical approximation. (English) Zbl 1190.65010 SIAM J. Sci. Comput. 31, No. 2, 1141-1155 (2008). MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{G. D. Chalmers} and \textit{D. J. Higham}, SIAM J. Sci. Comput. 31, No. 2, 1141--1155 (2008; Zbl 1190.65010) Full Text: DOI Link
Atiya, Amir F.; Metwally, Steve A. K. Efficient estimation of first passage time density function for jump-diffusion processes. (English) Zbl 1070.62065 SIAM J. Sci. Comput. 26, No. 5, 1760-1775 (2005). MSC: 62M05 62G07 65C05 62P05 PDFBibTeX XMLCite \textit{A. F. Atiya} and \textit{S. A. K. Metwally}, SIAM J. Sci. Comput. 26, No. 5, 1760--1775 (2005; Zbl 1070.62065) Full Text: DOI
Brown, Peter N.; Hindmarsh, Alan C.; Petzold, Linda R. Using Krylov methods in the solution of large-scale differential-algebraic systems. (English) Zbl 0812.65060 SIAM J. Sci. Comput. 15, No. 6, 1467-1488 (1994). Reviewer: A.Swift (Palmerston North) MSC: 65L05 65H10 34A09 34A34 PDFBibTeX XMLCite \textit{P. N. Brown} et al., SIAM J. Sci. Comput. 15, No. 6, 1467--1488 (1994; Zbl 0812.65060) Full Text: DOI