Numerically computable a posteriori-bounds for the stochastic Allen–Cahn equation

Rigorous numerical verification of uniqueness and smoothness in a surface growth model

(2015) Dirk Blömker et al.   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

On a posteriori error control for the Allen-Cahn problem

(2013) Emmanuil H. Georgoulis et al.   MATHEMATICAL METHODS IN THE APPLIED SCIENCES

Galerkin Approximations for the Stochastic Burgers Equation

(2013) Dirk Blömker et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Efficient simulation of nonlinear parabolic SPDEs with additive noise

(2011) Arnulf Jentzen et al.   ANNALS OF APPLIED PROBABILITY

A posteriorianalysis of finite element discretizations of stochastic partial differential delay equations

(2011) Xiaoyuan Yang et al.   JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

Robust A Priori and A Posteriori Error Analysis for the Approximation of Allen–Cahn and Ginzburg–Landau Equations Past Topological Changes

(2011) Sören Bartels et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions

(2011) T. Butler et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds

(2010) P.E. Kloeden et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

(2010) M. Hutzenthaler et al.   PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

A Posteriori Error Estimates for Finite Element Approximation of Unsteady Incompressible Stochastic Navier–Stokes Equations

(2010) Xiaoyuan Yang et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

The Ornstein–Uhlenbeck bridge and applications to Markov semigroups

(2007) B. Goldys et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS