Search Results

• A Stochastic Augmented Lagrangian Method for Stochastic Convex Programming

  Jiani Wang, Liwei Zhang

  2024-11-19

  13376 1016 Pages:315-344

• Effects of Approximate Deconvolution Models on the Solution of the Stochastic Navier-Stokes Equations

  M. Gunzburger & A. Labovsky

  2018-08-22

  33695 3521 Pages:131-140

• A Stochastic Moving Balls Approximation Method over a Smooth Inequality Constraint

  Leiwu Zhang

  2020-03-24

  40510 2808 Pages:528-546

• Descent Direction Stochastic Approximation Algorithm with Adaptive Step Sizes

  Zorana Lužanin, Irena Stojkovska, Milena Kresoja

  2018-08-23

  41205 5330 Pages:76-94

• Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

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

  2019-02-12

  43934 4078 Pages:159-182 Open-access

• Weak Convergence Analysis of a Splitting-Up Method for Stochastic Differential Equations

  Minxing Zhang, Yongkui Zou

  2025-02-10

  126 42

• Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

  Xiaoyuan Yang, Xiaocui Li, Ruisheng Qi, Yinghan Zhang

  2018-08-22

  37267 2874 Pages:533-556

• Space-Time Deep Neural Network Approximations for High-Dimensional Partial Differential Equations

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  5910 439 Pages:918-975

• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

  Mahboub Baccouch

  2024-01-16

  25076 2156 Pages:432-453

• Exponential Convergence of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Complementarity Constraints

  Fan-wen Meng, Hui-fu Xu

  2021-07-01

  30299 3380 Pages:733-748

• Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  40043 3007 Pages:419-436

• Numerical Approximation of the Invariant Distribution for a Class of Stochastic Damped Wave Equations

  Ziyi Lei, Siqing Gan

  2025-07-12

  6001 526 Pages:976-1015

• Weak Approximation of Obliquely Reflected Diffusions on Time-Dependent Domains

  Kaj Nyström & Thomas Önskog

  2019-04-10

  34064 3517 Pages:579-605

• A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

  Tingting Qin, Chengjian Zhang

  2018-09-10

  37667 3179 Pages:151-169

• Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay

  Lin Chen

  2019-04-29

  43639 2990 Pages:704-720

• Wong-Zakai Approximations for Stochastic Volterra Equations

  Jie Xu, Mingbo Zhang

  2024-11-13

  11984 1220 Pages:1526-1553

• A Stochastic Newton Method for Nonlinear Equations

  Jiani Wang, Xiao Wang, Liwei Zhang

  2023-11-08

  27877 2629 Pages:1192-1221

• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

  Haiyan Yuan

  2022-10-06

  37194 3027 Pages:177-204

• A Sparse Grid Stochastic Collocation and Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Elliptic Equations

  Liang Ge, Tongjun Sun

  2019-02-12

  37983 2764 Pages:310-330

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  37676 3528 Pages:587-605

• Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty

  Jie Jiang, Yun Shi, Xiaozhou Wang, Xiaojun Chen

  2021-07-01

  43270 3805 Pages:813-842

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  18940 1857 Pages:735-754

• Stochastic Approximation in Real Time: A Pipe Line Approach

  Yun-Min Zhu, Gang Yin

  1994-12-01

  32583 3929 Pages:21-30

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39385 2883 Pages:237-258

• Convergence Analysis for Spectral Approximation to a Scalar Transport Equation with a Random Wave Speed

  Tao Zhou & Tao Tang

  2021-07-01

  35937 3745 Pages:643-656

• Adaptive Stochastic Meshfree Methods for Optimal Control Problem Governed by Random Elliptic Equations

  Liang Ge, Tongjun Sun, Wanfang Shen, Wenbin Liu

  2025-07-12

  5893 453 Pages:813-839

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  35995 2842 Pages:213-244