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Numerical simulations for two‐dimensional stochastic incompressible Navier‐Stokes equations

JOURNAL ARTICLE published January 2010 in Numerical Methods for Partial Differential Equations

Authors: Jun‐Xiang Lu | Yi‐Chen Ma

https://doi.org/10.1002/num.20411 Actions

Numerical simulations for two‐dimensional incompressible Navier‐Stokes equations with stochastic boundary conditions

JOURNAL ARTICLE published May 2010 in Numerical Methods for Partial Differential Equations

Research funded by National Natural Science Fund of China (10671153,10701001,40730424)

Authors: Junxiang Lu | Yichen Ma | Fande Kong

https://doi.org/10.1002/num.20456 Actions

Stochastic Differential Equations

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_4 Actions

Stochastic Differential Equations with Jumps

BOOK CHAPTER published 2010 in Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Authors: Eckhard Platen | Nicola Bruti-Liberati

https://doi.org/10.1007/978-3-642-13694-8_1 Actions

Stochastic Partial Differential Equations

OTHER published 28 July 2014 in Stochastic Numerical Methods

https://doi.org/10.1002/9783527683147.ch11 Actions

Modelling with Stochastic Differential Equations

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_6 Actions

Applications of Stochastic Differential Equations

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_7 Actions

A meshless method based on the dual reciprocity method for one‐dimensional stochastic partial differential equations

JOURNAL ARTICLE published January 2016 in Numerical Methods for Partial Differential Equations

Authors: Mehdi Dehghan | Mohammad Shirzadi

https://doi.org/10.1002/num.21995 Actions

Stochastic Expansions

BOOK CHAPTER published 2010 in Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Authors: Eckhard Platen | Nicola Bruti-Liberati

https://doi.org/10.1007/978-3-642-13694-8_4 Actions

Boundary element solution of the two‐dimensional groundwater flow equation with stochastic free surface boundary condition

JOURNAL ARTICLE published December 1986 in Numerical Methods for Partial Differential Equations

Authors: Sergio E. Serrano | T. E. Unny

https://doi.org/10.1002/num.1690020402 Actions

Ito Stochastic Calculus

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_3 Actions

Stochastic Taylor Expansions

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_5 Actions

Numerical study of two‐dimensional stochastic NLS equations

JOURNAL ARTICLE published July 2005 in Numerical Methods for Partial Differential Equations

Authors: Marc Barton‐Smith | Arnaud Debussche | Laurent Di Menza

https://doi.org/10.1002/num.20064 Actions

An adaptive, multilevel scheme for the implicit solution of three‐dimensional phase‐field equations

JOURNAL ARTICLE published January 2011 in Numerical Methods for Partial Differential Equations

Authors: J.R. Green | P.K. Jimack | A.M. Mullis | J. Rosam

https://doi.org/10.1002/num.20634 Actions

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations

BOOK CHAPTER published 1 June 1997 in Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations

https://doi.org/10.1515/9783110944662.49 Actions

Probability Theory and Stochastic Processes

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_2 Actions

Introduction to Stochastic Time Discrete Approximation

BOOK CHAPTER published 1992 in Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden | Eckhard Platen

https://doi.org/10.1007/978-3-662-12616-5_9 Actions

Filtering

BOOK CHAPTER published 2010 in Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Authors: Eckhard Platen | Nicola Bruti-Liberati

https://doi.org/10.1007/978-3-642-13694-8_10 Actions

Solution algorithm for parabolic equation by simulating stochastic processes

JOURNAL ARTICLE published September 1989 in Numerical Methods for Partial Differential Equations

Authors: G. J. Fix | A. Korzeniowski

https://doi.org/10.1002/num.1690050303 Actions

2. Statistical Simulation of the Cauchy Problem Solution for Systems of Stochastic Differential Equations. 2.13. Applying SDE for Numerical Solution of Linear Elliptic and Parabolic Equations

BOOK CHAPTER published 1 June 1997 in Numerical Analysis of Systems of Ordinary and Stochastic Differential Equations

https://doi.org/10.1515/9783110944662.133 Actions
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