Found 353 Documents (Results 1–100)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes. arXiv:2303.15463

Preprint, arXiv:2303.15463 [math.NA] (2023).
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Construction of effective randomized projective estimates for solutions of integral equations based on Legendre polynomials. (English. Russian original) Zbl 07675143

Dokl. Math. 106, No. 3, 475-478 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 507, 81-85 (2022).
MSC:  65Cxx 65-XX 65Dxx
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A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients. (English) Zbl 1497.65192

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, 127-159 (2021).
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Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations. (English) Zbl 1475.65078

Vermolen, Fred J. (ed.) et al., Numerical mathematics and advanced applications. ENUMATH 2019. Proceedings of the European conference, Egmond aan Zee, The Netherlands, September 30 – October 4, 2019. Cham: Springer. Lect. Notes Comput. Sci. Eng. 139, 871-879 (2021).
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Numerical mathematics. 1: An algorithmically oriented introduction. 5th revised and expanded edition. (Numerische Mathematik 1. Eine algorithmisch orientierte Einführung.) (English) Zbl 1404.65001

de Gruyter Studium. Berlin: de Gruyter (ISBN 978-3-11-061421-3/pbk; 978-3-11-061432-9/ebook). xii, 348 p. (2019).
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