Publication: The Effect of Finite Element Discretisation on the Stationary Distribution of SPDEs. How does finite element dis­cret­i­sa­tion affect the stationary distribution of an SPDE? … read more

Blog: New paper. An article about the effect of FE dis­cret­i­sa­tion on the stationary distribution of an SPDE. … read more

Publication: Sampling Conditioned Hypoelliptic Diffusions. Construction of fourth-order SPDEs which are invariant with respect to the distribution of hypoelliptic diffusion processes, subject to a bridge conditioning. … read more

Finite Element Discretisation for SPDEs

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I am happy to notice that one of my papers has been published, after a bit of a wait:

If you are interested in numerical solution of stochastics partial differential equations, this may be of interest. Comments about the article are very welcome.

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