Publications associées à Stochastic integrals for spde's: A comparison

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MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

Fabio Nobile, Annalisa Buffa, Francesca Bonizzoni

We study the mixed formulation of the stochastic Hodge-Laplace problem defined on a n-dimensional domain D (

n \geq 1

), with random forcing term. In particular, we focus on the magnetostatic problem and on the Darcy problem in the three dimensional case. ...

MATHICSE2012

Stochastic integrals for spde's: A comparison

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Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

STOCHASTIC PROCESSES AND CONSTRUCTION OF BROWNIAN MOTION

High weak order methods for stochastic equations based on modified equations

Numerical methods for stochastic partial differential equations with multiple scales

Explicit methods for stiff stochastic differential equations

Stochastic Control and Free Boundary Problems for Sailboat Trajectory Optimization

MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

Affine Variance Swap Curve Models

Ecohydrological Footprints

Stochastic Models for Sparse and Piecewise-Smooth Signals

High weak order methods for stochastic equations based on modified equations

Explicit methods for stiff stochastic differential equations

Affine Variance Swap Curve Models

MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

STOCHASTIC PROCESSES AND CONSTRUCTION OF BROWNIAN MOTION

Numerical methods for stochastic partial differential equations with multiple scales

Stochastic Control and Free Boundary Problems for Sailboat Trajectory Optimization

Ecohydrological Footprints

Stochastic Models for Sparse and Piecewise-Smooth Signals