Search Results

• A Stochastic Augmented Lagrangian Method for Stochastic Convex Programming

  Jiani Wang, Liwei Zhang

  2024-11-19

  13726 1091 Pages:315-344

• Effects of Approximate Deconvolution Models on the Solution of the Stochastic Navier-Stokes Equations

  M. Gunzburger, A. Labovsky

  2018-08-22

  33905 3567 Pages:131-140

• Stochastic Proximal Linearized ADMM for Sparse Distribution Control Problem Constrained by Random Elliptic Equation

  Haiming Song, Hao Wang, Jiageng Wu, Jinda Yang

  2026-04-05

  35 29

• A Stochastic Moving Balls Approximation Method over a Smooth Inequality Constraint

  Leiwu Zhang

  2020-03-24

  40760 2855 Pages:528-546

• Descent Direction Stochastic Approximation Algorithm with Adaptive Step Sizes

  Zorana Lužanin, Irena Stojkovska, Milena Kresoja

  2018-08-23

  41453 5435 Pages:76-94

• Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

  Charles-Edouard Bréhier, Martin Hairer, Andrew M. Stuart

  2019-02-12

  44341 4189 Pages:159-182 Open-access

• Weak Convergence Analysis of a Splitting-up Method for Stochastic Differential Equations

  Minxing Zhang, Yongkui Zou

  2026-04-15

  3239 203 Pages:427-445

• Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

  Xiaoyuan Yang, Xiaocui Li, Ruisheng Qi, Yinghan Zhang

  2018-08-22

  37516 2928 Pages:533-556

• Space-Time Deep Neural Network Approximations for High-Dimensional Partial Differential Equations

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  6342 552 Pages:918-975

• Exponential Convergence of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Complementarity Constraints

  Fan-wen Meng, Hui-fu Xu

  2021-07-01

  30536 3438 Pages:733-748

• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

  Mahboub Baccouch

  2024-01-16

  25420 2251 Pages:432-453

• Weak Approximation of Obliquely Reflected Diffusions on Time-Dependent Domains

  Kaj Nystrom, Thomas Onskog

  2019-04-10

  34311 3570 Pages:579-605

• Numerical Solutions of Nonautonomous Stochastic Delay Differential Equations by Discontinuous Galerkin Methods

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  40237 3063 Pages:419-436

• Numerical Approximation of the Invariant Distribution for a Class of Stochastic Damped Wave Equations

  Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan

  2025-07-12

  6431 631 Pages:976-1015

• A Stochastic Newton Method for Nonlinear Equations

  Jiani Wang, Xiao Wang, Liwei Zhang

  2023-11-08

  28126 2707 Pages:1192-1221

• A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

  Tingting Qin, Chengjian Zhang

  2018-09-10

  37850 3231 Pages:151-169

• Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

  Haiyan Yuan

  2022-10-06

  37445 3083 Pages:177-204

• Wong-Zakai Approximations for Stochastic Volterra Equations

  Jie Xu, Mingbo Zhang

  2024-11-13

  12274 1298 Pages:1526-1553

• Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay

  Lin Chen

  2019-04-29

  43862 3053 Pages:704-720

• A Sparse Grid Stochastic Collocation and Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Elliptic Equations

  Liang Ge, Tongjun Sun

  2019-02-12

  38213 2814 Pages:310-330

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  37937 3606 Pages:587-605

• Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty

  Jie Jiang, Yun Shi, Xiaozhou Wang, Xiaojun Chen

  2021-07-01

  43515 3871 Pages:813-842

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  19260 1928 Pages:735-754

• Stochastic Approximation in Real Time: A Pipe Line Approach

  Yun-Min Zhu, Gang Yin

  1994-12-01

  32954 4038 Pages:21-30

• Convergence Analysis for Spectral Approximation to a Scalar Transport Equation with a Random Wave Speed

  Tao Zhou, Tao Tang

  2021-07-01

  36182 3795 Pages:643-656

• Second-Order Numerical Schemes for Decoupled Forward-Backward Stochastic Differential Equations with Jumps

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  36234 2901 Pages:213-244

• A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains

  Jie Yang, Guannan Zhang, Weidong Zhao

  2019-02-12

  39627 2951 Pages:237-258