output
20052025
most citedDegenerate parabolic stochastic partial differential equations: Quasilinear case

90 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2013 · math.NAShow all

3 papers · 2 filters

math.NA2013★ 5 cited

Weak backward error analysis for Langevin process

Marie Kopec

We consider numerical approximations of stochastic Langevin equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated…

math.NA2013★ 2 cited

Solving highly-oscillatory NLS with SAM: numerical efficiency and geometric properties

Philippe Chartier, Norbert J. Mauser, Florian Méhats +1

In this paper, we present the Stroboscopic Averaging Method (SAM), recently introduced in [7,8,10,12], which aims at numerically solving highly-oscillatory differential equations.…

math.NA2013

Analysis of the Monte-Carlo error in a hybrid semi-lagrangian scheme

Charles-Edouard Bréhier, Erwan Faou

We consider Monte-Carlo discretizations of partial differential equations based on a combination of semi-lagrangian schemes and probabilistic representations of the solutions. We s…