Analysis on the stability of numerical schemes for a class of stochastic partial differential systems

Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching

(2013) Yi Shen et al.   Abstract and Applied Analysis

Approximation of stochastic partial differential equations by a kernel-based collocation method

(2012) Igor Cialenco et al.   INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS

A dispersively accurate compact finite difference method for the Degasperis–Procesi equation

(2012) C.H. Yu et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Strong solutions for stochastic partial differential equations of gradient type

(2012) Benjamin Gess   JOURNAL OF FUNCTIONAL ANALYSIS

Numerical solutions of backward stochastic differential equations: A finite transposition method

(2011) Penghui Wang et al.   COMPTES RENDUS MATHEMATIQUE

Random attractors for a class of stochastic partial differential equations driven by general additive noise

(2011) Benjamin Gess et al.   JOURNAL OF DIFFERENTIAL EQUATIONS

A sixth-order compact finite difference method for vibrational analysis of nanobeams embedded in an elastic medium based on nonlocal beam theory

(2011) R. Ansari et al.   MATHEMATICAL AND COMPUTER MODELLING

Efficient exponential compact higher order difference scheme for convection dominated problems

(2011) Nachiketa Mishra et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

The role of coefficients of a general SPDE on the stability and convergence of a finite difference method

(2010) Minoo Kamrani et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

The Numerical Approximation of Stochastic Partial Differential Equations

(2009) A. Jentzen et al.   Milan Journal of Mathematics