Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences
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9783319575100, 9783319575117

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Balanced numerical schemes for SDEs with non-Lipschitz coefficients

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_5 ◽

2017 ◽

pp. 135-160

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Numerical Schemes

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Numerical methods for stochastic differential equations

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_3 ◽

2017 ◽

pp. 53-97

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Numerical Methods ◽

Differential Equations ◽

Stochastic Differential Equations

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Stochastic collocation methods for differential equations with white noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_7 ◽

2017 ◽

pp. 191-214 ◽

Cited By ~ 1

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Differential Equations ◽

White Noise ◽

Collocation Methods ◽

Stochastic Collocation ◽

Stochastic Collocation Methods

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Wiener chaos methods for linear stochastic advection-diffusion-reaction equations

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_6 ◽

2017 ◽

pp. 165-189

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Diffusion Reaction ◽

Wiener Chaos ◽

Advection Diffusion ◽

Reaction Equations ◽

Advection Diffusion Reaction Equations

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Comparison between Wiener chaos methods and stochastic collocation methods

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_8 ◽

2017 ◽

pp. 215-246

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Collocation Methods ◽

Stochastic Collocation ◽

Wiener Chaos ◽

Stochastic Collocation Methods

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Epilogue

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_12 ◽

2017 ◽

pp. 331-335

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

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Brownian motion and stochastic calculus

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_2 ◽

2017 ◽

pp. 11-51

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Brownian Motion ◽

Stochastic Calculus

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Application of collocation method to stochastic conservation laws

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_9 ◽

2017 ◽

pp. 247-262

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Conservation Laws ◽

Collocation Method ◽

Stochastic Conservation Laws

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Multiplicative white noise: The Wick-Malliavin approximation

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_11 ◽

2017 ◽

pp. 293-329

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

White Noise ◽

Multiplicative White Noise

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Semilinear elliptic equations with additive noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences ◽

10.1007/978-3-319-57511-7_10 ◽

2017 ◽

pp. 267-292

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Elliptic Equations ◽

Additive Noise ◽

Semilinear Elliptic Equations ◽

Semilinear Elliptic

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Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Balanced numerical schemes for SDEs with non-Lipschitz coefficients

Numerical methods for stochastic differential equations

Stochastic collocation methods for differential equations with white noise

Wiener chaos methods for linear stochastic advection-diffusion-reaction equations

Comparison between Wiener chaos methods and stochastic collocation methods

Epilogue

Brownian motion and stochastic calculus

Application of collocation method to stochastic conservation laws

Multiplicative white noise: The Wick-Malliavin approximation

Semilinear elliptic equations with additive noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise - Applied Mathematical Sciences
Latest Publications