Works matching IS 02549409 AND DT 2018 AND VI 36 AND IP 2

Results: 8

A FAST STOCHASTIC GALERKIN METHOD FOR A CONSTRAINED OPTIMAL CONTROL PROBLEM GOVERNED BY A RANDOM FRACTIONAL DIFFUSION EQUATION.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 259, doi. 10.4208/jcm.1612-m2016-0696

By:

Ning Du;
Wanfang Shen

Publication type:

Article

Preface.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. i

By:

Jialin Hong;
Wenbin Liu

Publication type:

Article

WEAK ERROR ESTIMATES FOR TRAJECTORIES OF SPDEs UNDER SPECTRAL GALERKIN DISCRETIZATION.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 159, doi. 10.4208/jcm.1607-m2016-0539

By:

Bréhier, Charles-Edouard;
Hairer, Martin;
Stuart, Andrew M.

Publication type:

Article

EXPONENTIAL INTEGRATORS FOR STOCHASTIC SCHRÖDINGER EQUATIONS DRIVEN BY ITÔ NOISE.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 276, doi. 10.4208/jcm.1701-m2016-0525

By:

Anton, Rikard;
Cohen, David

Publication type:

Article

A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 237, doi. 10.4208/jcm.1612-m2016-0582

By:

Jie Yang;
Guannan Zhang;
Weidong Zhao

Publication type:

Article

ON EFFECTIVE STOCHASTIC GALERKIN FINITE ELEMENT METHOD FOR STOCHASTIC OPTIMAL CONTROL GOVERNED BY INTEGRAL-DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 183, doi. 10.4208/jcm.1611-m2016-0676

By:

Wanfang Shen;
Liang Ge

Publication type:

Article

A SPARSE GRID STOCHASTIC COLLOCATION AND FINITE VOLUME ELEMENT METHOD FOR CONSTRAINED OPTIMAL CONTROL PROBLEM GOVERNED BY RANDOM ELLIPTIC EQUATIONS.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 310, doi. 10.4208/jcm.1703-m2016-0692

By:

Liang Ge;
Tongjun Sun

Publication type:

Article

ANALYSIS OF MULTI-INDEX MONTE CARLO ESTIMATORS FOR A ZAKAI SPDE.

Published in:

Journal of Computational Mathematics, 2018, v. 36, n. 2, p. 202, doi. 10.4208/jcm.1612-m2016-0681

By:

Reisinger, Christoph;
Zhenru Wang

Publication type:

Article