Solhi, Erfan; Mirzaee, Farshid; Naserifar, Shiva Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type. (English) Zbl 07824755 Numer. Algorithms 95, No. 4, 1921-1951 (2024). MSC: 65-XX 65C30 60H20 45G10 65M70 60J65 93E24 PDFBibTeX XMLCite \textit{E. Solhi} et al., Numer. Algorithms 95, No. 4, 1921--1951 (2024; Zbl 07824755) Full Text: DOI
Lang, Annika; Motschan-Armen, Ioanna Euler-Maruyama approximations of the stochastic heat equation on the sphere. (English) Zbl 07807505 J. Comput. Dyn. 11, No. 1, 23-42 (2024). MSC: 60H35 65C30 60H15 35R60 33C55 65M70 PDFBibTeX XMLCite \textit{A. Lang} and \textit{I. Motschan-Armen}, J. Comput. Dyn. 11, No. 1, 23--42 (2024; Zbl 07807505) Full Text: DOI arXiv
Heydari, M. H.; Zhagharian, Sh.; Razzaghi, M. Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation. (English) Zbl 07793556 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107742, 13 p. (2024). MSC: 65M70 60H15 41A50 26A33 35R11 35R60 76A05 35Q35 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107742, 13 p. (2024; Zbl 07793556) Full Text: DOI
Wang, Yibo; Cao, Wanrong Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation. (English) Zbl 1526.65048 J. Comput. Appl. Math. 437, Article ID 115459, 26 p. (2024). MSC: 65M60 65M06 65N30 65M70 65N35 65M12 65M15 65C30 60H35 60H15 60H40 35R60 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{W. Cao}, J. Comput. Appl. Math. 437, Article ID 115459, 26 p. (2024; Zbl 1526.65048) Full Text: DOI
Xie, Hongling High-order spectral method of density estimation for stochastic differential equation driven by multivariate Gaussian random variables. (English) Zbl 07748031 Adv. Math. Phys. 2023, Article ID 9974539, 10 p. (2023). Reviewer: Denys Dutykh (Le Bourget-du-Lac) MSC: 65M70 65C05 60H10 62G07 35R60 PDFBibTeX XMLCite \textit{H. Xie}, Adv. Math. Phys. 2023, Article ID 9974539, 10 p. (2023; Zbl 07748031) Full Text: DOI
Sun, Zeju; Yau, Stephen Shing-Toung Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method. (English) Zbl 1520.93576 Automatica 156, Article ID 111176, 14 p. (2023). MSC: 93E11 93C20 60H15 65M60 65M70 PDFBibTeX XMLCite \textit{Z. Sun} and \textit{S. S. T. Yau}, Automatica 156, Article ID 111176, 14 p. (2023; Zbl 1520.93576) Full Text: DOI
Kaur, Navjot; Goyal, Kavita An adaptive stochastic investigation of partial differential equations using wavelet collocation generalized polynomial chaos method. (English) Zbl 1508.65142 Commun. Nonlinear Sci. Numer. Simul. 119, Article ID 107110, 19 p. (2023). MSC: 65M70 65M06 65N35 65T60 65D07 65F08 65F35 60H35 35R60 PDFBibTeX XMLCite \textit{N. Kaur} and \textit{K. Goyal}, Commun. Nonlinear Sci. Numer. Simul. 119, Article ID 107110, 19 p. (2023; Zbl 1508.65142) Full Text: DOI
Leonenko, G.; Phillips, T. N. Transient numerical approximation of hyperbolic diffusions and beyond. (English) Zbl 1503.65263 J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023). MSC: 65M70 65M06 65N35 65F20 60J20 60J65 60H35 35Q84 35R60 PDFBibTeX XMLCite \textit{G. Leonenko} and \textit{T. N. Phillips}, J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023; Zbl 1503.65263) Full Text: DOI
Yang, Xianjin; Owhadi, Houman A Mini-Batch Method for Solving Nonlinear PDEs with Gaussian Processes. arXiv:2306.00307 Preprint, arXiv:2306.00307 [math.NA] (2023). MSC: 68W20 65M70 60G15 BibTeX Cite \textit{X. Yang} and \textit{H. Owhadi}, ``A Mini-Batch Method for Solving Nonlinear PDEs with Gaussian Processes'', Preprint, arXiv:2306.00307 [math.NA] (2023) Full Text: arXiv OA License
Khudhair, Hatim K.; Zhang, Yanzhi; Fukawa, Nobuyuki Pattern selection in the Schnakenberg equations: from normal to anomalous diffusion. (English) Zbl 07779681 Numer. Methods Partial Differ. Equations 38, No. 6, 1843-1860 (2022). MSC: 65M70 65M06 65N35 80A30 60K50 60J65 35B35 35B32 35B36 35J05 26A33 35R11 PDFBibTeX XMLCite \textit{H. K. Khudhair} et al., Numer. Methods Partial Differ. Equations 38, No. 6, 1843--1860 (2022; Zbl 07779681) Full Text: DOI arXiv
Sepehrian, B.; Shamohammadi, Z. Solution of the Liouville-Caputo time- and Riesz space-fractional Fokker-Planck equation via radial basis functions. (English) Zbl 1508.65146 Asian-Eur. J. Math. 15, No. 11, Article ID 2250195, 20 p. (2022). MSC: 65M70 65M06 65N35 65D12 35G16 60J65 26A33 35R11 35Q84 PDFBibTeX XMLCite \textit{B. Sepehrian} and \textit{Z. Shamohammadi}, Asian-Eur. J. Math. 15, No. 11, Article ID 2250195, 20 p. (2022; Zbl 1508.65146) Full Text: DOI
Sousedík, Bedřich; Lee, Kookjin Stochastic Galerkin methods for linear stability analysis of systems with parametric uncertainty. (English) Zbl 1516.65100 SIAM/ASA J. Uncertain. Quantif. 10, 1101-1129 (2022). Reviewer: Baasansuren Jadamba (Rochester) MSC: 65M60 65N25 65N22 65F08 65F10 65F15 65M12 60H15 65L07 76D05 35R60 65C10 65M70 PDFBibTeX XMLCite \textit{B. Sousedík} and \textit{K. Lee}, SIAM/ASA J. Uncertain. Quantif. 10, 1101--1129 (2022; Zbl 1516.65100) Full Text: DOI arXiv
Ajith, Gopika; Ghosh, Debraj A FETI-DP-based parallel algorithm for solving high dimensional stochastic PDEs using collocation. (English) Zbl 1498.65167 Int. J. Uncertain. Quantif. 12, No. 3, 1-15 (2022). MSC: 65M70 60H35 PDFBibTeX XMLCite \textit{G. Ajith} and \textit{D. Ghosh}, Int. J. Uncertain. Quantif. 12, No. 3, 1--15 (2022; Zbl 1498.65167)
Chaudhary, Abhishek Convergence of a spectral method for the stochastic incompressible Euler equations. (English) Zbl 07609837 ESAIM, Math. Model. Numer. Anal. 56, No. 6, 1993-2019 (2022). MSC: 65-XX 35Q31 35R60 60H15 65M12 65M70 76B03 76D03 PDFBibTeX XMLCite \textit{A. Chaudhary}, ESAIM, Math. Model. Numer. Anal. 56, No. 6, 1993--2019 (2022; Zbl 07609837) Full Text: DOI arXiv
Lang, Jens; Domschke, Pia; Strauch, Elisa Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks. (English) Zbl 1507.65029 Sevilla, Rubén (ed.) et al., Mesh generation and adaptation. Cutting-edge techniques. Cham: Springer. SEMA SIMAI Springer Ser. 30, 113-135 (2022). MSC: 65C30 60H15 60H35 65M70 PDFBibTeX XMLCite \textit{J. Lang} et al., SEMA SIMAI Springer Ser. 30, 113--135 (2022; Zbl 1507.65029) Full Text: DOI arXiv
Shi, Jiankang; Chen, Minghua; Yan, Yubin; Cao, Jianxiong Correction of high-order \(L_k\) approximation for subdiffusion. (English) Zbl 1497.65195 J. Sci. Comput. 93, No. 1, Paper No. 31, 27 p. (2022). MSC: 65M70 65M06 65N35 65M15 65D32 60J65 26A33 35R11 PDFBibTeX XMLCite \textit{J. Shi} et al., J. Sci. Comput. 93, No. 1, Paper No. 31, 27 p. (2022; Zbl 1497.65195) Full Text: DOI arXiv
Salleh, Ihsane; Belkourchia, Yassin; Azrar, Lahcen Coupled Kansa and hybrid optimization methodological approach for Kolmogorov-Feller equations. (English) Zbl 1521.65106 Eng. Anal. Bound. Elem. 141, 127-139 (2022). MSC: 65M70 35R60 60H30 65D12 PDFBibTeX XMLCite \textit{I. Salleh} et al., Eng. Anal. Bound. Elem. 141, 127--139 (2022; Zbl 1521.65106) Full Text: DOI
Obalalu, Adebowale Martins; Ajala, Adebayo Olusegun; Akindele, Akintayo Oladimeji; Oladapo, Olayinka Akeem; Olatunbosun Akintayo, Olajide; Muinat Jimoh, Oluwatosin Computational study of magneto-convective non-Newtonian nanofluid slip flow over a stretching/shrinking sheet embedded in a porous medium. (English) Zbl 1524.80027 Comput. Math. Appl. 119, 319-326 (2022). MSC: 80M22 76D05 60J65 76D10 76M55 76S05 76A20 76W05 76Z10 76T20 42C10 80A21 65M70 PDFBibTeX XMLCite \textit{A. M. Obalalu} et al., Comput. Math. Appl. 119, 319--326 (2022; Zbl 1524.80027) Full Text: DOI
Al-Aradi, Ali; Correia, Adolfo; Jardim, Gabriel; de Freitas Naiff, Danilo; Saporito, Yuri Extensions of the deep Galerkin method. (English) Zbl 1510.65010 Appl. Math. Comput. 430, Article ID 127287, 18 p. (2022). MSC: 65C30 60H30 60H35 68T07 65M99 65M70 PDFBibTeX XMLCite \textit{A. Al-Aradi} et al., Appl. Math. Comput. 430, Article ID 127287, 18 p. (2022; Zbl 1510.65010) Full Text: DOI arXiv
Zhao, Yue; Mao, Zhiping; Guo, Ling; Tang, Yifa; Karniadakis, George Em A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition. (English) Zbl 07525181 J. Comput. Phys. 461, Article ID 111213, 17 p. (2022). MSC: 65M70 65C05 35R11 60H35 PDFBibTeX XMLCite \textit{Y. Zhao} et al., J. Comput. Phys. 461, Article ID 111213, 17 p. (2022; Zbl 07525181) Full Text: DOI
Jin, Shi; Zhu, Yuhua; Zuazua, Enrique The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term. (English) Zbl 1487.35367 Numer. Math. 150, No. 2, 479-519 (2022). MSC: 35Q83 35Q84 65M70 65C30 65C05 60H15 35R60 41A10 65M06 65N35 PDFBibTeX XMLCite \textit{S. Jin} et al., Numer. Math. 150, No. 2, 479--519 (2022; Zbl 1487.35367) Full Text: DOI arXiv
Liao, Hong-Lin; Ji, Bingquan; Zhang, Luming An adaptive BDF2 implicit time-stepping method for the phase field crystal model. (English) Zbl 1493.65168 IMA J. Numer. Anal. 42, No. 1, 649-679 (2022). MSC: 65M70 65M06 65N35 65M15 65M12 60H35 74N05 35Q74 PDFBibTeX XMLCite \textit{H.-L. Liao} et al., IMA J. Numer. Anal. 42, No. 1, 649--679 (2022; Zbl 1493.65168) Full Text: DOI arXiv
Boyarchenko, Svetlana; Levendorskiĭ, Sergei Efficient evaluation of expectations of functions of a stable Lévy process and its extremum. arXiv:2209.12349 Preprint, arXiv:2209.12349 [math.PR] (2022). MSC: 26A33 35R11 65M70 65T99 60-08 60G52 42A38 42B10 44A10 65R10 91G20 91G60 BibTeX Cite \textit{S. Boyarchenko} and \textit{S. Levendorskiĭ}, ``Efficient evaluation of expectations of functions of a stable L\'evy process and its extremum'', Preprint, arXiv:2209.12349 [math.PR] (2022) Full Text: arXiv OA License
Shirzadi, Mohammad; Dehghan, Mehdi; Bastani, Ali Foroush Optimal uniform error estimates for moving least-squares collocation with application to option pricing under jump-diffusion processes. (English) Zbl 07777690 Numer. Methods Partial Differ. Equations 37, No. 1, 98-117 (2021). MSC: 65M70 65M06 65N35 65K10 65M12 65M15 35J15 35R09 60G51 91G20 91G60 35Q91 PDFBibTeX XMLCite \textit{M. Shirzadi} et al., Numer. Methods Partial Differ. Equations 37, No. 1, 98--117 (2021; Zbl 07777690) Full Text: DOI
Degond, Pierre; Jin, Shi; Zhu, Yuhua An uncertainty quantification approach to the study of gene expression robustness. (English) Zbl 1514.35439 Methods Appl. Anal. 28, No. 2, 195-220 (2021). MSC: 35Q92 92C37 92D10 35B65 65M70 65N30 65M12 65C30 60H35 35R60 PDFBibTeX XMLCite \textit{P. Degond} et al., Methods Appl. Anal. 28, No. 2, 195--220 (2021; Zbl 1514.35439) Full Text: DOI arXiv
Nobile, Fabio; Vidličková, Eva A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients. (English) Zbl 1497.65192 Bungartz, Hans-Joachim (ed.) et al., Sparse grids and applications – Munich 2018. Selected papers based on the presentations at the fifth workshop, SGA2018, Munich, Germany, July 23–27, 2018. Cham: Springer. Lect. Notes Comput. Sci. Eng. 144, 127-159 (2021). MSC: 65M70 35K05 60H35 65D40 65M12 65M15 65M75 PDFBibTeX XMLCite \textit{F. Nobile} and \textit{E. Vidličková}, Lect. Notes Comput. Sci. Eng. 144, 127--159 (2021; Zbl 1497.65192) Full Text: DOI
Mesgarani, H.; Esmaeelzade Aghdam, Y.; Tavakoli, H. Numerical simulation to solve two-dimensional temporal-space fractional Bloch-Torrey equation taken of the spin magnetic moment diffusion. (English) Zbl 1513.65412 Int. J. Appl. Comput. Math. 7, No. 3, Paper No. 94, 14 p. (2021). MSC: 65M70 35R11 60J60 60K50 65M12 PDFBibTeX XMLCite \textit{H. Mesgarani} et al., Int. J. Appl. Comput. Math. 7, No. 3, Paper No. 94, 14 p. (2021; Zbl 1513.65412) Full Text: DOI
Mirzaee, Farshid; Solhi, Erfan; Naserifar, Shiva Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method. (English) Zbl 1510.65327 Appl. Math. Comput. 410, Article ID 126447, 12 p. (2021). MSC: 65R20 60H20 45G10 60H10 60J65 65M70 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Appl. Math. Comput. 410, Article ID 126447, 12 p. (2021; Zbl 1510.65327) Full Text: DOI
Hao, Zhaopeng; Zhang, Zhongqiang Numerical approximation of optimal convergence for fractional elliptic equations with additive fractional Gaussian noise. (English) Zbl 1503.65304 SIAM/ASA J. Uncertain. Quantif. 9, 1013-1033 (2021). Reviewer: Wenlin Qiu (Changsha) MSC: 65N35 65M70 65M60 65M12 65M15 35A01 35A02 35B65 60G22 60J65 60H50 41A25 26A33 35R11 PDFBibTeX XMLCite \textit{Z. Hao} and \textit{Z. Zhang}, SIAM/ASA J. Uncertain. Quantif. 9, 1013--1033 (2021; Zbl 1503.65304) Full Text: DOI
Abedini, Nazanin; Foroush Bastani, Ali; Zohouri Zangeneh, Bijan A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations. (English) Zbl 1480.65245 Appl. Numer. Math. 169, 64-86 (2021). MSC: 65M60 65M70 60H30 60G22 60G15 60H50 26A33 35R11 35R30 35R60 PDFBibTeX XMLCite \textit{N. Abedini} et al., Appl. Numer. Math. 169, 64--86 (2021; Zbl 1480.65245) Full Text: DOI
Almushaira, Mustafa; Chen, Feng; Liu, Fei Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation. (English) Zbl 1470.91322 Results Appl. Math. 10, Article ID 100149, 11 p. (2021). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M70 65J15 91G20 60G40 PDFBibTeX XMLCite \textit{M. Almushaira} et al., Results Appl. Math. 10, Article ID 100149, 11 p. (2021; Zbl 1470.91322) Full Text: DOI
Farnam, B.; Esmaeelzade Aghdam, Y.; Nikan, O. Numerical investigation of the two-dimensional space-time fractional diffusion equation in porous media. (English) Zbl 1473.65233 Math. Sci., Springer 15, No. 2, 153-160 (2021). MSC: 65M70 65M12 35R11 60J60 PDFBibTeX XMLCite \textit{B. Farnam} et al., Math. Sci., Springer 15, No. 2, 153--160 (2021; Zbl 1473.65233) Full Text: DOI
Cai, Meng; Gan, Siqing; Wang, Xiaojie Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise. (English) Zbl 1477.65165 J. Sci. Comput. 86, No. 3, Paper No. 34, 30 p. (2021). MSC: 65M70 65M06 65N35 65C30 65M15 60H15 60H35 60H50 35R60 PDFBibTeX XMLCite \textit{M. Cai} et al., J. Sci. Comput. 86, No. 3, Paper No. 34, 30 p. (2021; Zbl 1477.65165) Full Text: DOI arXiv
Scarabel, Francesca; Breda, Dimitri; Diekmann, Odo; Gyllenberg, Mats; Vermiglio, Rossana Numerical bifurcation analysis of physiologically structured population models via pseudospectral approximation. (English) Zbl 1464.35375 Vietnam J. Math. 49, No. 1, 37-67 (2021). MSC: 35Q92 92D25 92C37 35F20 37N25 65M70 35P15 35B32 35B10 35B35 35B65 60J80 35R07 PDFBibTeX XMLCite \textit{F. Scarabel} et al., Vietnam J. Math. 49, No. 1, 37--67 (2021; Zbl 1464.35375) Full Text: DOI
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods. (English) Zbl 1464.65150 Eng. Anal. Bound. Elem. 127, 53-63 (2021). MSC: 65M70 35R11 60H15 65D12 65M75 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Eng. Anal. Bound. Elem. 127, 53--63 (2021; Zbl 1464.65150) Full Text: DOI
Shirzadi, Mohammad; Dehghan, Mehdi; Bastani, Ali Foroush A trustable shape parameter in the kernel-based collocation method with application to pricing financial options. (English) Zbl 1464.91076 Eng. Anal. Bound. Elem. 126, 108-117 (2021). MSC: 91G60 65M70 45K05 60G51 60H30 PDFBibTeX XMLCite \textit{M. Shirzadi} et al., Eng. Anal. Bound. Elem. 126, 108--117 (2021; Zbl 1464.91076) Full Text: DOI
Hyder, Abd-Allah; Soliman, Ahmed H. An extended Kudryashov technique for solving stochastic nonlinear models with generalized conformable derivatives. (English) Zbl 1458.60073 Commun. Nonlinear Sci. Numer. Simul. 97, Article ID 105730, 14 p. (2021). MSC: 60H15 35Q53 65M70 PDFBibTeX XMLCite \textit{A.-A. Hyder} and \textit{A. H. Soliman}, Commun. Nonlinear Sci. Numer. Simul. 97, Article ID 105730, 14 p. (2021; Zbl 1458.60073) Full Text: DOI
Wu, Zhizhang; Huang, Zhongyi Convergence analysis on stochastic collocation methods for the linear Schrödinger equation with random inputs. (English) Zbl 1488.65523 Adv. Appl. Math. Mech. 12, No. 1, 30-56 (2020). MSC: 65M70 65M12 81Q10 60H25 35B65 35A01 35Q41 35R60 62C10 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Z. Huang}, Adv. Appl. Math. Mech. 12, No. 1, 30--56 (2020; Zbl 1488.65523) Full Text: DOI
Crouseilles, Nicolas; Jin, Shi; Lemou, Mohammed; Liu, Liu Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs. (English) Zbl 1471.65137 ESAIM, Math. Model. Numer. Anal. 54, No. 6, 1849-1882 (2020). Reviewer: Alain Brillard (Riedisheim) MSC: 65M60 35L03 35Q40 35Q49 60H35 65D32 65L06 65M12 65M75 65M70 81Q20 PDFBibTeX XMLCite \textit{N. Crouseilles} et al., ESAIM, Math. Model. Numer. Anal. 54, No. 6, 1849--1882 (2020; Zbl 1471.65137) Full Text: DOI arXiv
Ghehsareh, Hadi Roohani; Zabetzadeh, Sayyed Mahmood A meshless computational approach for solving two-dimensional inverse time-fractional diffusion problem with non-local boundary condition. (English) Zbl 1475.65104 Inverse Probl. Sci. Eng. 28, No. 12, 1773-1795 (2020). MSC: 65M32 65M60 65M70 65N30 65D12 60K50 35R30 26A33 35R11 PDFBibTeX XMLCite \textit{H. R. Ghehsareh} and \textit{S. M. Zabetzadeh}, Inverse Probl. Sci. Eng. 28, No. 12, 1773--1795 (2020; Zbl 1475.65104) Full Text: DOI
Lotfi, Mahmoud; Alipanah, Amjad Legendre spectral element method for solving Volterra-integro differential equations. (English) Zbl 1471.65159 Results Appl. Math. 7, Article ID 100116, 11 p. (2020). MSC: 65M70 65M15 60H15 35R09 45D05 42C10 PDFBibTeX XMLCite \textit{M. Lotfi} and \textit{A. Alipanah}, Results Appl. Math. 7, Article ID 100116, 11 p. (2020; Zbl 1471.65159) Full Text: DOI
Boyarchenko, Svetlana; Levendorskiĭ, Sergei Conformal accelerations method and efficient evaluation of stable distributions. (English) Zbl 1459.35374 Acta Appl. Math. 169, 711-765 (2020). MSC: 35R11 33F05 42A38 60G52 65D30 65M70 PDFBibTeX XMLCite \textit{S. Boyarchenko} and \textit{S. Levendorskiĭ}, Acta Appl. Math. 169, 711--765 (2020; Zbl 1459.35374) Full Text: DOI arXiv
D’Elia, M.; Phipps, E.; Rushdi, A.; Ebeida, M. S. Surrogate-based ensemble grouping strategies for embedded sampling-based uncertainty quantification. (English) Zbl 1455.62158 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 41-66 (2020). MSC: 62L20 62-08 65M70 60H15 35R60 PDFBibTeX XMLCite \textit{M. D'Elia} et al., Lect. Notes Comput. Sci. Eng. 137, 41--66 (2020; Zbl 1455.62158) Full Text: DOI arXiv
Brugiapaglia, Simone A compressive spectral collocation method for the diffusion equation under the restricted isometry property. (English) Zbl 1455.62186 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 15-40 (2020). MSC: 62M15 60J60 35K57 65M70 PDFBibTeX XMLCite \textit{S. Brugiapaglia}, Lect. Notes Comput. Sci. Eng. 137, 15--40 (2020; Zbl 1455.62186) Full Text: DOI arXiv
Marin, Liviu MFS-fading regularization method for inverse BVPs in anisotropic heat conduction. (English) Zbl 1452.65212 Alves, Carlos (ed.) et al., Advances in Trefftz methods and their applications. Selected papers based on the presentations at the 9th conference on Trefftz methods and 5th conference on method of fundamental solutions, Lisbon, Portugal, July 29–31, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 23, 121-138 (2020). MSC: 65M32 65M30 65M70 65M80 65M12 60H50 35K05 35Q79 PDFBibTeX XMLCite \textit{L. Marin}, SEMA SIMAI Springer Ser. 23, 121--138 (2020; Zbl 1452.65212) Full Text: DOI
Shirzadi, Mohammad; Dehghan, Mehdi; Foroush Bastani, Ali On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. (English) Zbl 1463.91203 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020). MSC: 91G60 45K05 60G51 60H30 65M06 65M70 35R35 91G20 PDFBibTeX XMLCite \textit{M. Shirzadi} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020; Zbl 1463.91203) Full Text: DOI
Moutsinga, Claude Rodrigue Bambe; Pindza, Edson; Maré, Eben A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models. (English) Zbl 1453.65361 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020). Reviewer: Bülent Karasözen (Ankara) MSC: 65M70 65M22 65M12 44A15 35R09 45K05 91G20 91G60 60G55 PDFBibTeX XMLCite \textit{C. R. B. Moutsinga} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020; Zbl 1453.65361) Full Text: DOI
Liu, Zhihui; Qiao, Zhonghua Strong approximation of monotone stochastic partial differential equations driven by white noise. (English) Zbl 1464.65148 IMA J. Numer. Anal. 40, No. 2, 1074-1093 (2020). MSC: 65M70 65M75 65M06 65N35 65M12 65M15 35B50 35B65 35K20 60H40 35R60 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{Z. Qiao}, IMA J. Numer. Anal. 40, No. 2, 1074--1093 (2020; Zbl 1464.65148) Full Text: DOI arXiv
Nakano, Yumiharu Correction to: “Kernel-based collocation methods for Zakai equations”. (English) Zbl 1431.60061 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 1, 262-263 (2020). MSC: 60H15 65M70 93E11 PDFBibTeX XMLCite \textit{Y. Nakano}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 1, 262--263 (2020; Zbl 1431.60061) Full Text: DOI
Bréhier, Charles-Edouard Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs. (English) Zbl 1476.65265 J. Complexity 56, Article ID 101424, 15 p. (2020). Reviewer: Dana Černá (Liberec) MSC: 65M70 65M06 65N35 65M60 65N30 65C30 65M12 65M15 35R60 60H40 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, J. Complexity 56, Article ID 101424, 15 p. (2020; Zbl 1476.65265) Full Text: DOI arXiv
Biazar, Jafar; Goldoust, Fereshteh Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations. (English) Zbl 1484.91514 AIMS Math. 4, No. 4, 1046-1064 (2019). MSC: 91G60 35Q91 35K10 35R60 60H30 65M70 91G20 PDFBibTeX XMLCite \textit{J. Biazar} and \textit{F. Goldoust}, AIMS Math. 4, No. 4, 1046--1064 (2019; Zbl 1484.91514) Full Text: DOI
Nakano, Yumiharu Kernel-based collocation methods for Zakai equations. (English) Zbl 1431.60060 Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 3, 476-494 (2019); correction ibid. 8, No. 1, 262-263 (2019). MSC: 60H15 65M70 93E11 PDFBibTeX XMLCite \textit{Y. Nakano}, Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 3, 476--494 (2019; Zbl 1431.60060) Full Text: DOI arXiv
Salehi, Rezvan Two implicit meshless finite point schemes for the two-dimensional distributed-order fractional equation. (English) Zbl 1434.65209 Comput. Methods Appl. Math. 19, No. 4, 813-831 (2019). MSC: 65M70 65M12 65M15 35R11 60G22 PDFBibTeX XMLCite \textit{R. Salehi}, Comput. Methods Appl. Math. 19, No. 4, 813--831 (2019; Zbl 1434.65209) Full Text: DOI
Nikan, O.; Tenreiro Machado, J. A.; Golbabai, A.; Nikazad, T. Numerical investigation of the nonlinear modified anomalous diffusion process. (English) Zbl 1430.60091 Nonlinear Dyn. 97, No. 4, 2757-2775 (2019). MSC: 60K50 35R11 65M70 26A33 PDFBibTeX XMLCite \textit{O. Nikan} et al., Nonlinear Dyn. 97, No. 4, 2757--2775 (2019; Zbl 1430.60091) Full Text: DOI
Sochala, Pierre; Le Maître, Olivier Polynomial chaos level points method for one-dimensional uncertain steep problems. (English) Zbl 1434.65210 J. Sci. Comput. 81, No. 3, 1987-2009 (2019). MSC: 65M70 60G12 35R60 65C30 35K55 PDFBibTeX XMLCite \textit{P. Sochala} and \textit{O. Le Maître}, J. Sci. Comput. 81, No. 3, 1987--2009 (2019; Zbl 1434.65210) Full Text: DOI HAL
Company, Rafael; Egorova, Vera N.; Jódar, Lucas; Soleymani, Fazlollah A stable local radial basis function method for option pricing problem under the Bates model. (English) Zbl 1418.91596 Numer. Methods Partial Differ. Equations 35, No. 3, 1035-1055 (2019). MSC: 91G60 65M70 91G20 35R09 60J75 60J65 65L12 35Q91 35R60 PDFBibTeX XMLCite \textit{R. Company} et al., Numer. Methods Partial Differ. Equations 35, No. 3, 1035--1055 (2019; Zbl 1418.91596) Full Text: DOI Link
Esmaeilbeigi, M.; Chatrabgoun, O.; Shafa, Maryam Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference. (English) Zbl 1464.65140 Eng. Anal. Bound. Elem. 104, 120-134 (2019). MSC: 65M70 35R60 60H15 60H35 65M75 65C30 PDFBibTeX XMLCite \textit{M. Esmaeilbeigi} et al., Eng. Anal. Bound. Elem. 104, 120--134 (2019; Zbl 1464.65140) Full Text: DOI
Durán-Olivencia, Miguel A.; Gvalani, Rishabh S.; Kalliadasis, Serafim; Pavliotis, Grigorios A. Instability, rupture and fluctuations in thin liquid films: theory and computations. (English) Zbl 1412.82033 J. Stat. Phys. 174, No. 3, 579-604 (2019). MSC: 82C31 60H15 35Q82 35R60 76A20 65M70 65M06 82-08 PDFBibTeX XMLCite \textit{M. A. Durán-Olivencia} et al., J. Stat. Phys. 174, No. 3, 579--604 (2019; Zbl 1412.82033) Full Text: DOI arXiv
Baxter, Brad; Brummelhuis, Raymond Convergence of stationary radial basis function-schemes for evolution equations. arXiv:1905.01128 Preprint, arXiv:1905.01128 [math.NA] (2019). MSC: 65M12 65M15 65M20 65M70 35S05 35S10 41A05 41A25 60G51 BibTeX Cite \textit{B. Baxter} and \textit{R. Brummelhuis}, ``Convergence of stationary radial basis function-schemes for evolution equations'', Preprint, arXiv:1905.01128 [math.NA] (2019) Full Text: arXiv OA License
Raissi, M.; Seshaiyer, P. Application of local improvements to reduced-order models to sampling methods for nonlinear PDEs with noise. (English) Zbl 1499.65590 Int. J. Comput. Math. 95, No. 5, 870-880 (2018). MSC: 65M75 65M70 65M60 65C05 65M99 60H15 35R60 PDFBibTeX XMLCite \textit{M. Raissi} and \textit{P. Seshaiyer}, Int. J. Comput. Math. 95, No. 5, 870--880 (2018; Zbl 1499.65590) Full Text: DOI
Pindza, Edson; Patidar, Kailash C. A robust spectral method for pricing of American put options on zero-coupon bonds. (English) Zbl 1465.91129 East Asian J. Appl. Math. 8, No. 1, 126-138 (2018). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M70 91G30 91G20 60G40 PDFBibTeX XMLCite \textit{E. Pindza} and \textit{K. C. Patidar}, East Asian J. Appl. Math. 8, No. 1, 126--138 (2018; Zbl 1465.91129) Full Text: DOI
Safdari-Vaighani, Ali Radial basis function approximation method for pricing of basket options under jump diffusion model. (English) Zbl 1427.91298 Radu, Florin Adrian (ed.) et al., Numerical mathematics and advanced applications. ENUMATH 2017. Selected papers based on the presentations at the European conference, Bergen, Norway, September 25–29, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 126, 103-112 (2018). MSC: 91G60 91G20 60J74 65M70 35R09 35Q91 PDFBibTeX XMLCite \textit{A. Safdari-Vaighani}, Lect. Notes Comput. Sci. Eng. 126, 103--112 (2018; Zbl 1427.91298) Full Text: DOI
Bhaduri, Anindya; He, Yanyan; Shields, Michael D.; Graham-Brady, Lori; Kirby, Robert M. Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis. (English) Zbl 1415.65013 J. Comput. Phys. 371, 732-750 (2018). MSC: 65C30 65M70 65M50 60H15 35R60 PDFBibTeX XMLCite \textit{A. Bhaduri} et al., J. Comput. Phys. 371, 732--750 (2018; Zbl 1415.65013) Full Text: DOI arXiv
Farcaş, Ionuţ-Gabriel; Sârbu, Paul Cristian; Bungartz, Hans-Joachim; Neckel, Tobias; Uekermann, Benjamin Multilevel adaptive stochastic collocation with dimensionality reduction. (English) Zbl 1408.65072 Garcke, Jochen (ed.) et al., Sparse grids and applications – Miami 2016. Proceeding of the 4th workshop, SGA, Miami, FL, USA, October 4–7, 2016. Cham: Springer. Lect. Notes Comput. Sci. Eng. 123, 43-68 (2018). MSC: 65M70 35R60 60H10 60H15 65L60 65M75 76D05 78A55 PDFBibTeX XMLCite \textit{I.-G. Farcaş} et al., Lect. Notes Comput. Sci. Eng. 123, 43--68 (2018; Zbl 1408.65072) Full Text: DOI
Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility. (English) Zbl 1403.91353 Eng. Anal. Bound. Elem. 92, 207-217 (2018). MSC: 91G20 91G70 60H30 65M70 PDFBibTeX XMLCite \textit{N. Thakoor} et al., Eng. Anal. Bound. Elem. 92, 207--217 (2018; Zbl 1403.91353) Full Text: DOI
Heitzinger, Clemens; Leumüller, Michael; Pammer, Gudmund; Rigger, Stefan Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation. (English) Zbl 1391.60158 SIAM/ASA J. Uncertain. Quantif. 6, 1019-1042 (2018). MSC: 60H15 35B30 65K10 65M70 PDFBibTeX XMLCite \textit{C. Heitzinger} et al., SIAM/ASA J. Uncertain. Quantif. 6, 1019--1042 (2018; Zbl 1391.60158) Full Text: DOI
Contreras, Andres A.; Mycek, Paul; Le Maître, Olivier P.; Rizzi, Francesco; Debusschere, Bert; Knio, Omar M. Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions. (English) Zbl 1417.65163 SIAM J. Sci. Comput. 40, No. 4, C547-C580 (2018). Reviewer: Michael Jung (Dresden) MSC: 65M55 60H15 65M70 65C05 35R60 65M60 65Y05 PDFBibTeX XMLCite \textit{A. A. Contreras} et al., SIAM J. Sci. Comput. 40, No. 4, C547--C580 (2018; Zbl 1417.65163) Full Text: DOI
Contreras, Andres A.; Mycek, Paul; Le Maître, Olivier P.; Rizzi, Francesco; Debusschere, Bert; Knio, Omar M. Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations. (English) Zbl 1404.65154 SIAM J. Sci. Comput. 40, No. 4, C520-C546 (2018). Reviewer: Gisbert Stoyan (Budapest) MSC: 65M55 60H15 65M70 31B10 35R60 65Y05 65M15 PDFBibTeX XMLCite \textit{A. A. Contreras} et al., SIAM J. Sci. Comput. 40, No. 4, C520--C546 (2018; Zbl 1404.65154) Full Text: DOI
Asgari, Zohreh; Hosseini, S. M. Efficient numerical schemes for the solution of generalized time fractional Burgers type equations. (English) Zbl 1394.65106 Numer. Algorithms 77, No. 3, 763-792 (2018). Reviewer: Abdallah Bradji (Annaba) MSC: 65M70 35Q53 35R11 65M12 60H15 65T50 35R60 PDFBibTeX XMLCite \textit{Z. Asgari} and \textit{S. M. Hosseini}, Numer. Algorithms 77, No. 3, 763--792 (2018; Zbl 1394.65106) Full Text: DOI
Darehmiraki, Majid An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method. (English) Zbl 1385.93085 Int. J. Appl. Comput. Math. 4, No. 1, Paper No. 14, 13 p. (2018). MSC: 93E20 60H15 49K20 49M25 65M70 49K45 PDFBibTeX XMLCite \textit{M. Darehmiraki}, Int. J. Appl. Comput. Math. 4, No. 1, Paper No. 14, 13 p. (2018; Zbl 1385.93085) Full Text: DOI
Rad, Jamal Amani; Parand, Kourosh Pricing American options under jump-diffusion models using local weak form meshless techniques. (English) Zbl 1367.91197 Int. J. Comput. Math. 94, No. 8, 1694-1718 (2017). MSC: 91G60 65M70 35R35 60J75 91G20 60G40 PDFBibTeX XMLCite \textit{J. A. Rad} and \textit{K. Parand}, Int. J. Comput. Math. 94, No. 8, 1694--1718 (2017; Zbl 1367.91197) Full Text: DOI
Abgrall, R.; Mishra, S. Uncertainty qualification for hyperbolic systems of conservation laws. (English) Zbl 1368.65205 Abgrall, Rémi (ed.) et al., Handbook on numerical methods for hyperbolic problems. Applied and modern issues. Amsterdam: Elsevier/North Holland (ISBN 978-0-444-63910-3/hbk; 978-0-444-63911-0/ebook). Handbook of Numerical Analysis 18, 507-544 (2017). MSC: 65M75 35L65 65M08 65M60 65C05 60G20 65M70 PDFBibTeX XMLCite \textit{R. Abgrall} and \textit{S. Mishra}, Handb. Numer. Anal. 18, 507--544 (2017; Zbl 1368.65205) Full Text: DOI
Lee, Hyung-Chun; Nam, Yun Sparse grid stochastic collocation method for stochastic Burgers equation. (English) Zbl 1361.65004 J. Korean Math. Soc. 54, No. 1, 193-213 (2017). MSC: 65C30 60H15 60H35 35R60 35Q53 65M70 65M60 PDFBibTeX XMLCite \textit{H.-C. Lee} and \textit{Y. Nam}, J. Korean Math. Soc. 54, No. 1, 193--213 (2017; Zbl 1361.65004) Full Text: DOI Link
Le, Nhat-Tan; Dang, Duy-Minh; Khanh, Tran-Vu A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates. (English) Zbl 1386.91164 J. Comput. Appl. Math. 317, 652-671 (2017). MSC: 91G60 65M70 91G20 60G40 PDFBibTeX XMLCite \textit{N.-T. Le} et al., J. Comput. Appl. Math. 317, 652--671 (2017; Zbl 1386.91164) Full Text: DOI Link
Patel, Vijay Kumar; Singh, Somveer; Singh, Vineet Kumar Two-dimensional wavelets collocation method for electromagnetic waves in dielectric media. (English) Zbl 1361.78004 J. Comput. Appl. Math. 317, 307-330 (2017). MSC: 78A40 26A33 45J05 60J60 42C40 42C10 65T60 65M70 78M22 41A50 65M12 65M15 35Q60 PDFBibTeX XMLCite \textit{V. K. Patel} et al., J. Comput. Appl. Math. 317, 307--330 (2017; Zbl 1361.78004) Full Text: DOI
Liu, Yongle; Guo, Ling Stochastic collocation via \(\ell_1\)-minimisation on low discrepancy point sets with application to uncertainty quantification. (English) Zbl 1468.65165 East Asian J. Appl. Math. 6, No. 2, 171-191 (2016). MSC: 65M70 65M75 60H35 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{L. Guo}, East Asian J. Appl. Math. 6, No. 2, 171--191 (2016; Zbl 1468.65165) Full Text: DOI
Chen, Siyi; Ma, Heping Wiener expansion-spectral methods for stochastic partial differential equations with white noise. (Chinese. English summary) Zbl 1374.65003 Commun. Appl. Math. Comput. 30, No. 4, 508-519 (2016). MSC: 65C30 60H15 60H35 35R60 65M70 65M06 PDFBibTeX XMLCite \textit{S. Chen} and \textit{H. Ma}, Commun. Appl. Math. Comput. 30, No. 4, 508--519 (2016; Zbl 1374.65003) Full Text: DOI
Liu, Yanmei; Khan, Monzorul; Yan, Yubin Fourier spectral methods for some linear stochastic space-fractional partial differential equations. (English) Zbl 1360.65035 Mathematics 4, No. 3, Paper No. 45, 28 p. (2016). MSC: 65C30 60H15 35R60 35R11 65M70 65M15 PDFBibTeX XMLCite \textit{Y. Liu} et al., Mathematics 4, No. 3, Paper No. 45, 28 p. (2016; Zbl 1360.65035) Full Text: DOI
Guo, Wei; Lin, Guang; Christlieb, Andrew J.; Qiu, Jingmei An adaptive WENO collocation method for differential equations with random coefficients. (English) Zbl 1360.65034 Mathematics 4, No. 2, Paper No. 29, 14 p. (2016). MSC: 65C30 60H15 35R60 65C05 60H35 65M70 35Q53 65M50 65M12 PDFBibTeX XMLCite \textit{W. Guo} et al., Mathematics 4, No. 2, Paper No. 29, 14 p. (2016; Zbl 1360.65034) Full Text: DOI
Ballestra, Luca Vincenzo; Cecere, Liliana A fast numerical method to price American options under the Bates model. (English) Zbl 1357.91051 Comput. Math. Appl. 72, No. 5, 1305-1319 (2016). MSC: 91G60 65M70 91G20 60G40 PDFBibTeX XMLCite \textit{L. V. Ballestra} and \textit{L. Cecere}, Comput. Math. Appl. 72, No. 5, 1305--1319 (2016; Zbl 1357.91051) Full Text: DOI
Camassa, Roberto; Kuang, Dongyang; Lee, Long Solitary waves and \(N\)-particle algorithms for a class of Euler-Poincaré equations. (English) Zbl 1366.35180 Stud. Appl. Math. 137, No. 4, 502-546 (2016). Reviewer: Dimitar A. Kolev (Sofia) MSC: 35Q70 74J35 34B27 65M80 70H03 70S05 37K99 60E05 65L06 65M70 35C07 35C08 PDFBibTeX XMLCite \textit{R. Camassa} et al., Stud. Appl. Math. 137, No. 4, 502--546 (2016; Zbl 1366.35180) Full Text: DOI arXiv
Shcherbakov, Victor Radial basis function partition of unity operator splitting method for pricing multi-asset American options. (English) Zbl 1354.91169 BIT 56, No. 4, 1401-1423 (2016). MSC: 91G60 65M70 91G20 60G40 PDFBibTeX XMLCite \textit{V. Shcherbakov}, BIT 56, No. 4, 1401--1423 (2016; Zbl 1354.91169) Full Text: DOI Link
Barajas-Solano, David A.; Tartakovsky, Daniel M. Stochastic collocation methods for nonlinear parabolic equations with random coefficients. (English) Zbl 1343.65005 SIAM/ASA J. Uncertain. Quantif. 4, 475-494 (2016). MSC: 65C30 60H15 60H35 35R60 35K55 35J60 65M70 65N35 65C05 65Y20 PDFBibTeX XMLCite \textit{D. A. Barajas-Solano} and \textit{D. M. Tartakovsky}, SIAM/ASA J. Uncertain. Quantif. 4, 475--494 (2016; Zbl 1343.65005) Full Text: DOI Link
Kamrani, Minoo Numerical solution of stochastic partial differential equations using a collocation method. (English) Zbl 1336.65175 ZAMM, Z. Angew. Math. Mech. 96, No. 1, 106-120 (2016). MSC: 65M70 35R60 60H15 65M12 PDFBibTeX XMLCite \textit{M. Kamrani}, ZAMM, Z. Angew. Math. Mech. 96, No. 1, 106--120 (2016; Zbl 1336.65175) Full Text: DOI
Mohammadi, Masoumeh; Borzi, Alfio A Hermite spectral method for a Fokker-Planck optimal control problem in an unbounded domain. (English) Zbl 1498.65173 Int. J. Uncertain. Quantif. 5, No. 3, 233-254 (2015). MSC: 65M70 49K20 49M05 65K10 65C30 60H30 PDFBibTeX XMLCite \textit{M. Mohammadi} and \textit{A. Borzi}, Int. J. Uncertain. Quantif. 5, No. 3, 233--254 (2015; Zbl 1498.65173) Full Text: DOI
Moradipour, M.; Yousefi, S. A. Using spectral element method to solve variational inequalities with applications in finance. (English) Zbl 1355.91081 Chaos Solitons Fractals 81, Part A, 208-217 (2015). MSC: 91G60 65M70 65K15 91G20 60G40 PDFBibTeX XMLCite \textit{M. Moradipour} and \textit{S. A. Yousefi}, Chaos Solitons Fractals 81, Part A, 208--217 (2015; Zbl 1355.91081) Full Text: DOI
Saib, A. A. E. F.; Sunhaloo, M. S.; Bhuruth, M. A meshless method for Asian style options pricing under the Merton jump-diffusion model. (English) Zbl 1386.91167 Int. J. Comput. Math. 92, No. 12, 2498-2514 (2015). MSC: 91G60 65M70 60J75 91G20 PDFBibTeX XMLCite \textit{A. A. E. F. Saib} et al., Int. J. Comput. Math. 92, No. 12, 2498--2514 (2015; Zbl 1386.91167) Full Text: DOI
Martinelli, Sheri L. Simulation of propagating acoustic wavefronts with random sound speed. (English) Zbl 1373.76263 Commun. Comput. Phys. 16, No. 4, 1081-1101 (2014). MSC: 76M28 65M70 60H35 76Q05 PDFBibTeX XMLCite \textit{S. L. Martinelli}, Commun. Comput. Phys. 16, No. 4, 1081--1101 (2014; Zbl 1373.76263) Full Text: DOI
Li, Heng Conditional simulation of flow in heterogeneous porous media with the probabilistic collocation method. (English) Zbl 1373.76210 Commun. Comput. Phys. 16, No. 4, 1010-1030 (2014). MSC: 76M22 76S05 65M70 60H35 65C50 PDFBibTeX XMLCite \textit{H. Li}, Commun. Comput. Phys. 16, No. 4, 1010--1030 (2014; Zbl 1373.76210) Full Text: DOI
Schieche, Bettina; Lang, Jens Adjoint error estimation for stochastic collocation methods. (English) Zbl 1316.65013 Garcke, Jochen (ed.) et al., Sparse grids and applications – Munich 2012. Proceedings of the 2nd workshop, SGA 2012, Munich, Germany, July 2–6, 2012. Cham: Springer (ISBN 978-3-319-04536-8/hbk; 978-3-319-04537-5/ebook). Lecture Notes in Computational Science and Engineering 97, 271-293 (2014). MSC: 65C30 60H15 35R60 60H35 65M15 65N15 65M70 65N35 PDFBibTeX XMLCite \textit{B. Schieche} and \textit{J. Lang}, Lect. Notes Comput. Sci. Eng. 97, 271--293 (2014; Zbl 1316.65013) Full Text: DOI
Gunzburger, Max; Webster, Clayton G.; Zhang, Guannan An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data. (English) Zbl 1316.65011 Garcke, Jochen (ed.) et al., Sparse grids and applications – Munich 2012. Proceedings of the 2nd workshop, SGA 2012, Munich, Germany, July 2–6, 2012. Cham: Springer (ISBN 978-3-319-04536-8/hbk; 978-3-319-04537-5/ebook). Lecture Notes in Computational Science and Engineering 97, 137-170 (2014). MSC: 65C30 60H15 35R60 60H35 65M70 65M12 PDFBibTeX XMLCite \textit{M. Gunzburger} et al., Lect. Notes Comput. Sci. Eng. 97, 137--170 (2014; Zbl 1316.65011) Full Text: DOI
Giraldi, Loïc; Litvinenko, Alexander; Liu, Dishi; Matthies, Hermann G.; Nouy, Anthony To be or not to be intrusive? The solution of parametric and stochastic equations – the “plain vanilla” Galerkin case. (English) Zbl 1310.65132 SIAM J. Sci. Comput. 36, No. 6, A2720-A2744 (2014). MSC: 65M70 65J15 60H25 65C30 35B30 65M60 PDFBibTeX XMLCite \textit{L. Giraldi} et al., SIAM J. Sci. Comput. 36, No. 6, A2720--A2744 (2014; Zbl 1310.65132) Full Text: DOI arXiv
Kim, Nary; Lee, Hyung-Chun Sparse grid collocation method for an optimal control problem involving a stochastic partial differential equation with random inputs. (English) Zbl 1309.49025 East Asian J. Appl. Math. 4, No. 2, 166-188 (2014). MSC: 49M25 49J55 93E20 49K45 60H15 35R60 65M70 65N35 65M55 65N30 PDFBibTeX XMLCite \textit{N. Kim} and \textit{H.-C. Lee}, East Asian J. Appl. Math. 4, No. 2, 166--188 (2014; Zbl 1309.49025) Full Text: DOI
Kruse, Raphael Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. (English) Zbl 1316.60106 Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 4, 471-516 (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60H35 65C30 65M60 65M70 PDFBibTeX XMLCite \textit{R. Kruse}, Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 4, 471--516 (2014; Zbl 1316.60106) Full Text: DOI arXiv
Zhang, Z.; Tretyakov, M. V.; Rozovskii, B.; Karniadakis, G. E. A recursive sparse grid collocation method for differential equations with white noise. (English) Zbl 1332.65015 SIAM J. Sci. Comput. 36, No. 4, A1652-A1677 (2014). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H15 35R60 60H35 65M70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., SIAM J. Sci. Comput. 36, No. 4, A1652--A1677 (2014; Zbl 1332.65015) Full Text: DOI arXiv
Gomez, Christophe; Pinaud, Olivier Asymptotics of a time-splitting scheme for the random Schrödinger equation with long-range correlations. (English. French summary) Zbl 1307.65009 ESAIM, Math. Model. Numer. Anal. 48, No. 2, 411-431 (2014). Reviewer: Philipp Dörsek (London) MSC: 65C30 65M12 60H15 60H35 35R60 65M70 35Q41 PDFBibTeX XMLCite \textit{C. Gomez} and \textit{O. Pinaud}, ESAIM, Math. Model. Numer. Anal. 48, No. 2, 411--431 (2014; Zbl 1307.65009) Full Text: DOI
Narayan, Akil; Gittelson, Claude; Xiu, Dongbin A stochastic collocation algorithm with multifidelity models. (English) Zbl 1296.65013 SIAM J. Sci. Comput. 36, No. 2, 495-521 (2014). MSC: 65C30 60H15 60H35 65M70 35R60 65M12 65N75 PDFBibTeX XMLCite \textit{A. Narayan} et al., SIAM J. Sci. Comput. 36, No. 2, 495--521 (2014; Zbl 1296.65013) Full Text: DOI
Pindza, E.; Patidar, K. C.; Ngounda, E. Robust spectral method for numerical valuation of European options under Merton’s jump-diffusion model. (English) Zbl 1294.91191 Numer. Methods Partial Differ. Equations 30, No. 4, 1169-1188 (2014). MSC: 91G60 91G20 45K05 60J75 65M70 65L05 PDFBibTeX XMLCite \textit{E. Pindza} et al., Numer. Methods Partial Differ. Equations 30, No. 4, 1169--1188 (2014; Zbl 1294.91191) Full Text: DOI
Ram, Mangey (ed.); Frenkel, Ilia B. (ed.); Gupta, Arpan (ed.) Preface: Applied mathematical techniques in engineering applications and related topics. I. (English) Zbl 1298.00342 Math. Eng. Sci. Aerosp. MESA 5, No. 2, 135-136 (2014). MSC: 00B25 34A08 34K37 35G31 37N25 41A05 60G25 62N05 65D05 65M70 65Z05 68M15 68Q32 68T05 68T27 68U10 74F05 76D05 76E25 76F10 76Sxx 76Wxx 82C32 90B25 92B05 92B20 92C37 94A08 PDFBibTeX XMLCite \textit{M. Ram} (ed.) et al., Math. Eng. Sci. Aerosp. MESA 5, No. 2, 135--136 (2014; Zbl 1298.00342) Full Text: Link
Jiang, Wei; Chen, Zhong A collocation method based on reproducing kernel for a modified anomalous subdiffusion equation. (English) Zbl 1285.65065 Numer. Methods Partial Differ. Equations 30, No. 1, 289-300 (2014). Reviewer: Fernando Casas (Castellon) MSC: 65M70 35K05 35R11 46E22 60G50 91G60 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{Z. Chen}, Numer. Methods Partial Differ. Equations 30, No. 1, 289--300 (2014; Zbl 1285.65065) Full Text: DOI