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Analysis of a Modified Regularity-Preserving Euler Scheme for Parabolic Semilinear SPDEs: Total Variation Error Bounds for the Numerical Approximation of the Invariant Distribution
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Numerical conservation issues for the stochastic Korteweg–de Vries equation
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
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Spectral collocation method for stochastic partial differential equations with fractional Brownian motion
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
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) https://doi.org/10.1016/j.cam.2018.04.067
Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation
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Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
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Numerical Solution of Stochastic Generalized Fractional Diffusion Equation by Finite Difference Method
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Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise
Numerical Methods for Stochastic Partial Differential Equations with White Noise
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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
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) https://doi.org/10.4236/ajcm.2014.44024
An Implicit Algorithm of Solving Nonlinear Filtering Problems
Splitting up method for the 2D stochastic Navier–Stokes equations
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Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
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Order of Convergence of Splitting Schemes for Both Deterministic and Stochastic Nonlinear Schrödinger Equations
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Numerical methods for stochastic partial differential equations with multiple scales
Asymptotics for a generalized Cahn-Hilliard equation
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Noise-induced oscillations in an actively mode-locked laser
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Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type