1 citations · 1 across the 7 of their papers we have counts for
12 papers
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling
Neil K. Chada, Håkon Hoel, Ajay Jasra +1
Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-k…
A Relaxation/Finite Difference discretization of a 2D Semilinear Heat Equation over a rectangular domain
Georgios E. Zouraris
We consider an initial and Dirichlet boundary value problem for a semilinear, two dimensional heat equation over a rectangular domain. The problem is discretized in time by a versi…
Error estimation of the Relaxation Finite Difference Scheme for the nonlinear Schrödinger Equation
Georgios E. Zouraris
We consider an initial- and boundary- value problem for the nonlinear Schrödinger equation with homogeneous Dirichlet boundary conditions in the one space dimension case. We discre…
Error Estimation of the Besse Relaxation Scheme for a Semilinear Heat Equation
Georgios E. Zouraris
The solution to the initial and Dirichlet boundary value problem for a semilinear, one dimensional heat equation is approximated by a numerical method that combines the Besse relax…
Crank-Nicolson finite element approximations for a linear stochastic heat equation with additive space-time white noise
Georgios E. Zouraris
We formulate an initial- and Dirichlet boundary- value problem for a linear stochastic heat equation, in one space dimension, forced by an additive space-time white noise. First, w…
An IMEX Finite Element Method for a linearized Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise
Georgios E. Zouraris
We consider a model initial- and Dirichlet boundary- value problem for a linearized Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-t…