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A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
In this paper, we propose and analyse a new unbiased stochastic approach for solving a class of integral equations. We study and compare the proposed...
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A Short Course on Weak Approximations for Lévy Driven SDE’s
This introductory course concentrates on how to measure the rate of convergence of expectations of functionals of approximations to solutions of...
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Weak Approximations for SDE’s Driven by Lévy Processes
In this article we briefly survey recent advances in some simulation methods for Lévy driven stochastic differential equations. We give a brief...
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Intrusive versus Non-Intrusive Methods for Stochastic Finite Elements
In this paper we compare an intrusive with an non-intrusive method for computing Polynomial Chaos expansions. The main disadvantage of the...
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Numerical Convergence Study of Nearly Incompressible, Inviscid Taylor–Green Vortex Flow
A spectral method and a fifth-order weighted essentially non-oscillatory method were used to examine the consequences of filtering in the numerical...
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On Convergence of One-Step Schemes for Weak Solutions of Quantum Stochastic Differential Equations
Several one-step schemes for computing weak solutions of Lipschitzian quantum stochastic differential equations (QSDE) driven by certain...
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