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
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
By Jochen Voss, on
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.
This is an excerpt from Jochen's blog.
Newer entry: publication-quality figures with R, part 2
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