The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Jacques Printems
ESAIM: M2AN, 35 6 (2001) 1055-1078
Published online: 2002-04-15
This article has been cited by the following article(s):
Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise
Yukun Li, Liet Vo and Guanqian Wang
Journal of Computational and Applied Mathematics 437 115442 (2024)
DOI: 10.1016/j.cam.2023.115442
See this article
Approximated exponential integrators for the stochastic Manakov equation
André Berg, David Cohen and Guillaume Dujardin
Journal of Computational Dynamics (2023)
DOI: 10.3934/jcd.2023002
See this article
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Assyr Abdulle, Charles-Edouard Bréhier and Gilles Vilmart
IMA Journal of Numerical Analysis 43 (1) 258 (2023)
DOI: 10.1093/imanum/drab090
See this article
Splitting schemes for FitzHugh–Nagumo stochastic partial differential equations
Charles-Edouard Bréhier, David Cohen and Giuseppe Giordano
Discrete and Continuous Dynamical Systems - B (2023)
DOI: 10.3934/dcdsb.2023094
See this article
Numerical conservation issues for the stochastic Korteweg–de Vries equation
Raffaele D’Ambrosio and Stefano Di Giovacchino
Journal of Computational and Applied Mathematics 424 114967 (2023)
DOI: 10.1016/j.cam.2022.114967
See this article
Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
Oleg Butkovsky, Konstantinos Dareiotis and Máté Gerencsér
SIAM Journal on Numerical Analysis 61 (2) 1103 (2023)
DOI: 10.1137/21M1454213
See this article
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise
K. Fahim, E. Hausenblas and M. Kovács
Stochastics and Partial Differential Equations: Analysis and Computations 11 (3) 1044 (2023)
DOI: 10.1007/s40072-022-00250-0
See this article
Space-time Euler discretization schemes for the stochastic 2D Navier–Stokes equations
Hakima Bessaih and Annie Millet
Stochastics and Partial Differential Equations: Analysis and Computations 10 (4) 1515 (2022)
DOI: 10.1007/s40072-021-00217-7
See this article
Speed of Convergence of Time Euler Schemes for a Stochastic 2D Boussinesq Model
Hakima Bessaih and Annie Millet
Mathematics 10 (22) 4246 (2022)
DOI: 10.3390/math10224246
See this article
An efficient numerical approach for stochastic evolution PDEs driven by random diffusion coefficients and multiplicative noise
Xiao Qi, Mejdi Azaiez, Can Huang and Chuanju Xu
AIMS Mathematics 7 (12) 20684 (2022)
DOI: 10.3934/math.20221134
See this article
Numerical approximation of nonlinear SPDE’s
Martin Ondreját, Andreas Prohl and Noel J. Walkington
Stochastics and Partial Differential Equations: Analysis and Computations (2022)
DOI: 10.1007/s40072-022-00271-9
See this article
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on 𝕋2
Jialin Hong, Derui Sheng and Tau Zhou
IMA Journal of Numerical Analysis (2022)
DOI: 10.1093/imanum/drac054
See this article
Strong $$L^2$$ convergence of time Euler schemes for stochastic 3D Brinkman–Forchheimer–Navier–Stokes equations
Hakima Bessaih and Annie Millet
Stochastics and Partial Differential Equations: Analysis and Computations 10 (3) 1005 (2022)
DOI: 10.1007/s40072-022-00255-9
See this article
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen, Jan van Neerven and Timo Welti
IMA Journal of Numerical Analysis 41 (1) 493 (2021)
DOI: 10.1093/imanum/drz063
See this article
Fractional stochastic Burgers‐type equation in Hölder space—Wellposedness and approximations
Zineb Arab and Latifa Debbi
Mathematical Methods in the Applied Sciences 44 (1) 705 (2021)
DOI: 10.1002/mma.6776
See this article
Convergence rates for the numerical approximation of the 2D stochastic Navier–Stokes equations
Dominic Breit and Alan Dodgson
Numerische Mathematik 147 (3) 553 (2021)
DOI: 10.1007/s00211-021-01181-z
See this article
Lie–Trotter Splitting for the Nonlinear Stochastic Manakov System
André Berg, David Cohen and Guillaume Dujardin
Journal of Scientific Computing 88 (1) (2021)
DOI: 10.1007/s10915-021-01514-y
See this article
Analysis of Fully Discrete Mixed Finite Element Methods for Time-dependent Stochastic Stokes Equations with Multiplicative Noise
Xiaobing Feng and Hailong Qiu
Journal of Scientific Computing 88 (2) (2021)
DOI: 10.1007/s10915-021-01546-4
See this article
Spectral collocation method for stochastic partial differential equations with fractional Brownian motion
Mahdieh Arezoomandan and Ali R. Soheili
Journal of Computational and Applied Mathematics 389 113369 (2021)
DOI: 10.1016/j.cam.2020.113369
See this article
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
Charles-Edouard Bréhier
Journal of Complexity 56 101424 (2020)
DOI: 10.1016/j.jco.2019.101424
See this article
Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
Primož Pušnik and Arnulf Jentzen
IMA Journal of Numerical Analysis 40 (2) 1005 (2020)
DOI: 10.1093/imanum/drz009
See this article
A fully discrete approximation of the one-dimensional stochastic heat equation
Rikard Anton, David Cohen and Lluis Quer-Sardanyons
IMA Journal of Numerical Analysis 40 (1) 247 (2020)
DOI: 10.1093/imanum/dry060
See this article
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
Martin Hutzenthaler and Arnulf Jentzen
The Annals of Probability 48 (1) (2020)
DOI: 10.1214/19-AOP1345
See this article
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation
Xiaojie Wang
Stochastic Processes and their Applications 130 (10) 6271 (2020)
DOI: 10.1016/j.spa.2020.05.011
See this article
Geometric Partial Differential Equations - Part I
Qiang Du and Xiaobing Feng
Handbook of Numerical Analysis, Geometric Partial Differential Equations - Part I 21 425 (2020)
DOI: 10.1016/bs.hna.2019.05.001
See this article
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Jean Daniel Mukam and Antoine Tambue
Stochastic Processes and their Applications 130 (8) 4968 (2020)
DOI: 10.1016/j.spa.2020.02.008
See this article
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
Jean Daniel Mukam and Antoine Tambue
Applied Numerical Mathematics (2019)
DOI: 10.1016/j.apnum.2019.08.009
See this article
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
Antoine Tambue and Jean Daniel Mukam
Applied Mathematics and Computation 346 23 (2019)
DOI: 10.1016/j.amc.2018.09.073
See this article
Time-discretization of stochastic 2-D Navier–Stokes equations with a penalty-projection method
Erika Hausenblas and Tsiry A. Randrianasolo
Numerische Mathematik 143 (2) 339 (2019)
DOI: 10.1007/s00211-019-01057-3
See this article
Strong $L^2$ convergence of time numerical schemes for the stochastic two-dimensional Navier–Stokes equations
Annie Millet and Hakima Bessaih
IMA Journal of Numerical Analysis 39 (4) 2135 (2019)
DOI: 10.1093/imanum/dry058
See this article
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation
Charles-Edouard Bréhier, Jianbo Cui and Jialin Hong
IMA Journal of Numerical Analysis 39 (4) 2096 (2019)
DOI: 10.1093/imanum/dry052
See this article
Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
Jean Daniel Mukam and Antoine Tambue
Journal of Scientific Computing 74 (2) 937 (2018)
DOI: 10.1007/s10915-017-0475-y
See this article
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces
Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo and Paul André Razafimandimby
Journal of Computational and Applied Mathematics 343 250 (2018)
DOI: 10.1016/j.cam.2018.04.067
See this article
Error estimates of finite element methods for fractional stochastic Navier–Stokes equations
Xiaocui Li and Xiaoyuan Yang
Journal of Inequalities and Applications 2018 (1) (2018)
DOI: 10.1186/s13660-018-1880-y
See this article
Crank--Nicolson Finite Element Approximations for a Linear Stochastic Fourth Order Equation with Additive Space-Time White Noise
Georgios E. Zouraris
SIAM Journal on Numerical Analysis 56 (2) 838 (2018)
DOI: 10.1137/15M1053098
See this article
Optimal Strong Rates of Convergence for a Space-Time Discretization of
the Stochastic Allen–Cahn Equation with Multiplicative Noise
Ananta K. Majee and Andreas Prohl
Computational Methods in Applied Mathematics 18 (2) 297 (2018)
DOI: 10.1515/cmam-2017-0023
See this article
Numerical Solution of Stochastic Generalized Fractional Diffusion Equation by Finite Difference Method
Amaneh Sepahvandzadeh, Bahman Ghazanfari and Nader Asadian
Mathematical and Computational Applications 23 (4) 53 (2018)
DOI: 10.3390/mca23040053
See this article
Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation
Daisuke Furihata, Mihály Kovács, Stig Larsson and Fredrik Lindgren
SIAM Journal on Numerical Analysis 56 (2) 708 (2018)
DOI: 10.1137/17M1121627
See this article
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
Minoo Kamrani, S. Mohammad Hosseini and Erika Hausenblas
Mathematical Methods in the Applied Sciences 41 (13) 4986 (2018)
DOI: 10.1002/mma.4946
See this article
Convergence of the spectral Galerkin method for the stochastic reaction–diffusion–advection equation
Li Yang and Yanzhi Zhang
Journal of Mathematical Analysis and Applications 446 (2) 1230 (2017)
DOI: 10.1016/j.jmaa.2016.09.028
See this article
Numerical Methods for Stochastic Partial Differential Equations with White Noise
Zhongqiang Zhang and George Em Karniadakis
Applied Mathematical Sciences, Numerical Methods for Stochastic Partial Differential Equations with White Noise 196 53 (2017)
DOI: 10.1007/978-3-319-57511-7_3
See this article
Regularity of the Mild Solution of a Parabolic Equation with Stochastic Measure
I. M. Bodnarchuk
Ukrainian Mathematical Journal 69 (1) 1 (2017)
DOI: 10.1007/s11253-017-1344-4
See this article
On the Rate of Convergence of the 2-D Stochastic Leray- $$\alpha $$ α Model to the 2-D Stochastic Navier–Stokes Equations with Multiplicative Noise
Hakima Bessaih and Paul André Razafimandimby
Applied Mathematics & Optimization 74 (1) 1 (2016)
DOI: 10.1007/s00245-015-9303-7
See this article
Numerical solution of stochastic partial differential equations using a collocation method
Minoo Kamrani
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik 96 (1) 106 (2016)
DOI: 10.1002/zamm.201400080
See this article
On the Convergence Analysis of the Inexact Linearly Implicit Euler Scheme for a Class of Stochastic Partial Differential Equations
P. A. Cioica, S. Dahlke, N. Döhring, et al.
Potential Analysis 44 (3) 473 (2016)
DOI: 10.1007/s11118-015-9510-5
See this article
Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
Xiaojie Wang
IMA Journal of Numerical Analysis drw016 (2016)
DOI: 10.1093/imanum/drw016
See this article
Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise
Yinghan Zhang, Xiaoyuan Yang and Ruisheng Qi
Numerical Mathematics: Theory, Methods and Applications 9 (1) 123 (2016)
DOI: 10.4208/nmtma.2015.y14002
See this article
On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
Mihály Kovács, Stig Larsson and Fredrik Lindgren
Journal of Applied Probability 52 (02) 323 (2015)
DOI: 10.1017/S0021900200012493
See this article
On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
Mihály Kovács, Stig Larsson and Fredrik Lindgren
Journal of Applied Probability 52 (2) 323 (2015)
DOI: 10.1239/jap/1437658601
See this article
Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
Boris Baeumer, Matthias Geissert and Mihály Kovács
Journal of Differential Equations 258 (2) 535 (2015)
DOI: 10.1016/j.jde.2014.09.020
See this article
An Exponential Integrator Scheme for Time Discretization of Nonlinear Stochastic Wave Equation
Xiaojie Wang
Journal of Scientific Computing 64 (1) 234 (2015)
DOI: 10.1007/s10915-014-9931-0
See this article
A fully discrete approximation of the one-dimensional stochastic wave equation
David Cohen and Lluís Quer-Sardanyons
IMA Journal of Numerical Analysis drv006 (2015)
DOI: 10.1093/imanum/drv006
See this article
A Simplified Milstein Scheme for SPDEs with Multiplicative Noise
B. Ghayebi and S. M. Hosseini
Abstract and Applied Analysis 2014 1 (2014)
DOI: 10.1155/2014/140849
See this article
An Implicit Algorithm of Solving Nonlinear Filtering Problems
Feng Bao, Yanzhao Cao and Xiaoying Han
Communications in Computational Physics 16 (2) 382 (2014)
DOI: 10.4208/cicp.180313.130214a
See this article
Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs
W. W. Mohammed, M. A. Sohaly, A. H. El-Bassiouny and K. A. Elnagar
American Journal of Computational Mathematics 04 (04) 280 (2014)
DOI: 10.4236/ajcm.2014.44024
See this article
A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations
Feng Bao, Yanzhao Cao, Clayton Webster and Guannan Zhang
SIAM/ASA Journal on Uncertainty Quantification 2 (1) 784 (2014)
DOI: 10.1137/140952910
See this article
Splitting up method for the 2D stochastic Navier–Stokes equations
H. Bessaih, Z. Brzeźniak and A. Millet
Stochastic Partial Differential Equations: Analysis and Computations 2 (4) 433 (2014)
DOI: 10.1007/s40072-014-0041-7
See this article
Probability and Pathwise Order of Convergence of a Semidiscrete Scheme for the Stochastic Manakov Equation
Maxime Gazeau
SIAM Journal on Numerical Analysis 52 (1) 533 (2014)
DOI: 10.1137/13090924X
See this article
Finite element approximations for a linear Cahn-Hilliard-Cook equation driven by the space derivative
of a space-time white noise
Georgios T. Kossioris and Georgios E. Zouraris
Discrete & Continuous Dynamical Systems - B 18 (7) 1845 (2013)
DOI: 10.3934/dcdsb.2013.18.1845
See this article
Order of Convergence of Splitting Schemes for Both Deterministic and Stochastic Nonlinear Schrödinger Equations
Jie Liu
SIAM Journal on Numerical Analysis 51 (4) 1911 (2013)
DOI: 10.1137/12088416X
See this article
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
Sonja Cox and Jan van Neerven
Numerische Mathematik 125 (2) 259 (2013)
DOI: 10.1007/s00211-013-0538-4
See this article
Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
Xiaojie Wang and Siqing Gan
Journal of Mathematical Analysis and Applications 398 (1) 151 (2013)
DOI: 10.1016/j.jmaa.2012.08.038
See this article
Nonconforming finite element method for stochastic Stokes equations
Xiaoyuan Yang and Ruisheng Qi
Applied Mathematical Modelling 37 (8) 6110 (2013)
DOI: 10.1016/j.apm.2012.12.005
See this article
Finite element approximations for a linear fourth-order parabolic SPDE in two and three space dimensions with additive space–time white noise
Georgios T. Kossioris and Georgios E. Zouraris
Applied Numerical Mathematics 67 243 (2013)
DOI: 10.1016/j.apnum.2012.01.003
See this article
Monte Carlo and Quasi-Monte Carlo Methods 2012
Mihály Kovács, Stig Larsson and Karsten Urban
Springer Proceedings in Mathematics & Statistics, Monte Carlo and Quasi-Monte Carlo Methods 2012 65 481 (2013)
DOI: 10.1007/978-3-642-41095-6_24
See this article
Numerical methods for stochastic partial differential equations with multiple scales
A. Abdulle and G.A. Pavliotis
Journal of Computational Physics 231 (6) 2482 (2012)
DOI: 10.1016/j.jcp.2011.11.039
See this article
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
Sonja Cox and Erika Hausenblas
International Journal of Computer Mathematics 89 (18) 2460 (2012)
DOI: 10.1080/00207160.2012.737460
See this article
Stochastic Analysis and Related Topics
Zdzisław Brzeźniak and Annie Millet
Springer Proceedings in Mathematics & Statistics, Stochastic Analysis and Related Topics 22 57 (2012)
DOI: 10.1007/978-3-642-29982-7_3
See this article
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
Raphael Kruse and Stig Larsson
Electronic Journal of Probability 17 (none) (2012)
DOI: 10.1214/EJP.v17-2240
See this article
Numerical approximation of multiplicative SPDEs
I. A. Adamu and G. J. Lord
International Journal of Computer Mathematics 89 (18) 2603 (2012)
DOI: 10.1080/00207160.2012.735664
See this article
Rates of Convergence for Discretizations of the Stochastic Incompressible Navier--Stokes Equations
Erich Carelli and Andreas Prohl
SIAM Journal on Numerical Analysis 50 (5) 2467 (2012)
DOI: 10.1137/110845008
See this article
Domain decomposition strategies for the stochastic heat equation
Erich Carelli, Alexander Müller and Andreas Prohl
International Journal of Computer Mathematics 89 (18) 2517 (2012)
DOI: 10.1080/00207160.2012.720977
See this article
Asymptotics for a generalized Cahn-Hilliard equation
with forcing terms
Dimitra Antonopoulou, Georgia Karali and Georgios T. Kossioris
Discrete & Continuous Dynamical Systems - A 30 (4) 1037 (2011)
DOI: 10.3934/dcds.2011.30.1037
See this article
Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise
Arnulf Jentzen
SIAM Journal on Numerical Analysis 49 (2) 642 (2011)
DOI: 10.1137/080740714
See this article
Noise-induced oscillations in an actively mode-locked laser
Kelly Black and John B. Geddes
Computers & Mathematics with Applications 60 (1) 1 (2010)
DOI: 10.1016/j.camwa.2010.04.016
See this article
Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
Georgios T. Kossioris and Georgios E. Zouraris
ESAIM: Mathematical Modelling and Numerical Analysis 44 (2) 289 (2010)
DOI: 10.1051/m2an/2010003
See this article
Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type
Erika Hausenblas
SIAM Journal on Numerical Analysis 46 (1) 437 (2008)
DOI: 10.1137/050654141
See this article
Space Semi-Discretisations for a Stochastic Wave Equation
Lluís Quer-Sardanyons and Marta Sanz-Solé
Potential Analysis 24 (4) 303 (2006)
DOI: 10.1007/s11118-005-9002-0
See this article
A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
Erika Hausenblas and Iuliana Marchis
BIT Numerical Mathematics 46 (4) 773 (2006)
DOI: 10.1007/s10543-006-0099-3
See this article
From Stochastic Calculus to Mathematical Finance
Aureli Alabert and István Gyongy
From Stochastic Calculus to Mathematical Finance 1 (2006)
DOI: 10.1007/978-3-540-30788-4_1
See this article
Discretization and Simulation of the Zakai Equation
Emmanuel Gobet, Gilles Page?s, Huye^n Pham and Jacques Printems
SIAM Journal on Numerical Analysis 44 (6) 2505 (2006)
DOI: 10.1137/050623140
See this article
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
Annie Millet and Pierre-Luc Morien
Stochastic Processes and their Applications 115 (7) 1073 (2005)
DOI: 10.1016/j.spa.2005.02.004
See this article