Search Results

• A Stochastic Augmented Lagrangian Method for Stochastic Convex Programming

  Jiani Wang, Liwei Zhang

  2024-11-19

  DOI:10.4208/jcm.2208-m2022-0035

  13732 1092 pp. 315-344

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

  M. Gunzburger, A. Labovsky

  2018-08-22

  DOI:10.4208/jcm.1006-m3244

  33909 3570 pp. 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

  DOI:10.4208/jcm.2512-m2025-0161

  38 34

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

  Leiwu Zhang

  2020-03-24

  DOI:10.4208/jcm.1912-m2016-0634

  40761 2855 pp. 528-546

• Descent Direction Stochastic Approximation Algorithm with Adaptive Step Sizes

  Zorana Lužanin, Irena Stojkovska, Milena Kresoja

  2018-08-23

  DOI:10.4208/jcm.1710-m2017-0021

  41456 5436 pp. 76-94

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

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

  2019-02-12

  DOI:10.4208/jcm.1607-m2016-0539

  44347 4194 pp. 159-182 Open Access

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

  Minxing Zhang, Yongkui Zou

  2026-04-15

  DOI:10.4208/jcm.2412-m2024-0184

  3249 206 pp. 427-445

• Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

  Xiaoyuan Yang, Xiaocui Li, Ruisheng Qi, Yinghan Zhang

  2018-08-22

  DOI:10.4208/jcm.1506-m2014-0186

  37517 2931 pp. 533-556

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

  Fabian Hornung, Arnulf Jentzen, Diyora Salimova

  2025-07-12

  DOI:10.4208/cm.2308-m2021-0266

  6344 555 pp. 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

  30537 3439 pp. 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

  DOI:10.4208/jcm.2205-m2021-0346

  25422 2253 pp. 432-453

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

  Kaj Nystrom, Thomas Onskog

  2019-04-10

  DOI:10.4208/jcm.1003-m2957

  34316 3574 pp. 579-605

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

  Xinjie Dai, Aiguo Xiao

  2019-04-29

  DOI:10.4208/jcm.1806-m2017-0296

  40240 3065 pp. 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

  DOI:10.4208/jcm.2404-m2023-0144

  6434 632 pp. 976-1015

• A Stochastic Newton Method for Nonlinear Equations

  Jiani Wang, Xiao Wang, Liwei Zhang

  2023-11-08

  DOI:10.4208/jcm.2112-m2021-0072

  28126 2711 pp. 1192-1221

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

  Tingting Qin, Chengjian Zhang

  2018-09-10

  DOI:10.4208/jcm.1711-m2016-0810

  37850 3234 pp. 151-169

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

  Haiyan Yuan

  2022-10-06

  DOI:10.4208/jcm.2010-m2019-0200

  37451 3086 pp. 177-204

• Wong-Zakai Approximations for Stochastic Volterra Equations

  Jie Xu, Mingbo Zhang

  2024-11-13

  DOI:10.4208/jcm.2305-m2022-0268

  12277 1298 pp. 1526-1553

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

  Lin Chen

  2019-04-29

  DOI:10.4208/jcm.1808-m2018-0005

  43864 3054 pp. 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

  DOI:10.4208/jcm.1703-m2016-0692

  38215 2817 pp. 310-330

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  DOI:10.4208/jcm.1507-m4505

  37938 3608 pp. 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

  DOI:10.4208/jcm.1906-m2019-0025

  43516 3872 pp. 813-842

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  DOI:10.4208/jcm.2203-m2021-0194

  19261 1929 pp. 735-754

• Stochastic Approximation in Real Time: A Pipe Line Approach

  Yun-Min Zhu, Gang Yin

  1994-12-01

  32957 4042 pp. 21-30

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

  Tao Zhou, Tao Tang

  2021-07-01

  DOI:10.4208/jcm.1206-m4012

  36185 3798 pp. 643-656

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

  Weidong Zhao, Wei Zhang, Guannan Zhang

  2018-08-22

  DOI:10.4208/jcm.1612-m2015-0245

  36236 2902 pp. 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

  DOI:10.4208/jcm.1612-m2016-0582

  39632 2952 pp. 237-258