About: Computational methods for stochastic equations

Documentation

scienceplus.abes.fr version Bêta

scienceplus.abes.fr | explorer

À propos de : Computational methods for stochastic equations Goto Sponge NotDistinct Permalink

Attributs	Valeurs
type	Concept
rdfs:seeAlso	Stochastic differential and integral equations
skos:inScheme	MSC 2010
broader concept	Stochastic analysis
skos:prefLabel	Computational methods for stochastic equations Metodi computazionali per le equazioni stocastiche 随机方程的计算方法
skos:exactMatch	http://msc2010.org/resources/MSC/2000/60H35
skos:altLabel	Computational methods for stochastic equations [See also 65C30] Metodi computazionali per le equazioni stocastiche [Vedi anche 65C30] 随机方程的计算方法[参见65C30]
http://msc2010.org...0/msc2010#seeAlso	Stochastic differential and integral equations
skos:notation	60H35
skos:note	See also 65C30.
skos:semanticRelation	Stochastic differential and integral equations
is rdfs:seeAlso of	Probabilistic methods, simulation and stochastic differential equations
is Subject of	Simulation and approximation of Lévy-driven stochastic differential equations An introduction to probabilistic methods with applications On the convergence of generalized polynomial chaos expansions Numerical Simulation of Instationary Magnetoplasmadynamic Thrusters Elliptic equations of higher stochastic order Numerical analysis of parallel replica dynamics Computational fluctuating fluid dynamics First order second moment analysis for stochastic interface problems based on low-rank approximation Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification Transient analysis of a bulk stream queue with arbitrarily distributed arrival intervals Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations Convergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions Splitting for some classes of homeomorphic and coalescing stochastic flows A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes A consensus-based global optimization method for high dimensional machine learning problems Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise A local discontinuous Galerkin method for nonlinear parabolic SPDEs Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow Approximation of the invariant distribution for a class of ergodic jump diffusions Approximation and error analysis of forward-backward SDEs driven by general Lévy processes using shot noise series representations Analysis of a geometric catastrophe model with discrete-time batch renewal arrival process Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence On the discretization in time of parabolic stochastic partial differential equations A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation Numerical approximation of stochastic time-fractional diffusion Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs
is narrower concept of	Stochastic analysis
is http://msc2010.org...msc2010#forTarget of	http://msc2010.org/resources/MSC/2010/65Cxx-to-60H35-seeFor
is http://msc2010.org...#seeConditionally of	Probabilistic methods, simulation and stochastic differential equations
is skos:semanticRelation of	Probabilistic methods, simulation and stochastic differential equations

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata