Articles

• Preface

  • Requires Subscription Full PDF

  132 0

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

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

  159-182

  https://doi.org/10.4208/jcm.1607-m2016-0539

  [An open-access article; the PDF is free to any online user.]

  • Preview
  • Full PDF

  43931 4078

• On Effective Stochastic Galerkin Finite Element Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients

  Wanfang Shen, Liang Ge

  183-201

  https://doi.org/10.4208/jcm.1611-m2016-0676

  • Preview
  • Requires Subscription Full PDF

  38235 2970

• Analysis of Multi-Index Monte Carlo Estimators for a Zakai SPDE

  Christoph Reisinger, Zhenru Wang

  202-236

  https://doi.org/10.4208/jcm.1612-m2016-0681

  • Preview
  • Requires Subscription Full PDF

  37895 2851

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

  Jie Yang, Guannan Zhang, Weidong Zhao

  237-258

  https://doi.org/10.4208/jcm.1612-m2016-0582

  • Preview
  • Requires Subscription Full PDF

  39384 2883

• A Fast Stochastic Galerkin Method for a Constrained Optimal Control Problem Governed by a Random Fractional Diffusion Equation

  Ning Du, Wanfang Shen

  259-275

  https://doi.org/10.4208/jcm.1612-m2016-0696

  • Preview
  • Requires Subscription Full PDF

  39507 2789

• Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise

  Rikard Anton, David Cohen

  276-309

  https://doi.org/10.4208/jcm.1701-m2016-0525

  • Preview
  • Requires Subscription Full PDF

  39181 2808

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

  Liang Ge, Tongjun Sun

  310-330

  https://doi.org/10.4208/jcm.1703-m2016-0692

  • Preview
  • Requires Subscription Full PDF

  37981 2763