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Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
(2017)SAM Research ReportThis article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations (SPDEs) with possibly non-globally monotone nonlinearities such as stochastic Kuramoto-Sivashinsky equations. The main result of this article proves that the proposed approximation scheme converges strongly ...Report -
Linear scaling algorithms for solving high-dimensional nonlinear parabolic differential equations
(2017)SAM Research ReportReport