{"id":"https://openalex.org/W1982687195","doi":"https://doi.org/10.1090/s0025-5718-09-02250-9","title":"Solving parabolic stochastic partial differential equations via averaging over characteristics","display_name":"Solving parabolic stochastic partial differential equations via averaging over characteristics","publication_year":2009,"publication_date":"2009-03-06","ids":{"openalex":"https://openalex.org/W1982687195","doi":"https://doi.org/10.1090/s0025-5718-09-02250-9","mag":"1982687195"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1090/s0025-5718-09-02250-9","pdf_url":null,"source":{"id":"https://openalex.org/S102439543","display_name":"Mathematics of Computation","issn_l":"0025-5718","issn":["0025-5718","1088-6842"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315719","host_organization_name":"American Mathematical Society","host_organization_lineage":["https://openalex.org/P4310315719"],"host_organization_lineage_names":["American Mathematical Society"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066964804","display_name":"Grigori N. Milstein","orcid":null},"institutions":[],"countries":["RU"],"is_corresponding":false,"raw_author_name":"G. Milstein","raw_affiliation_strings":["Ural State University , Lenin Str. 51, 620083 Ekaterinburg, Russia"],"affiliations":[{"raw_affiliation_string":"Ural State University , Lenin Str. 51, 620083 Ekaterinburg, Russia","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081243775","display_name":"M. V. Tretyakov","orcid":"https://orcid.org/0000-0002-7929-9046"},"institutions":[{"id":"https://openalex.org/I153648349","display_name":"University of Leicester","ror":"https://ror.org/04h699437","country_code":"GB","type":"education","lineage":["https://openalex.org/I153648349"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"M. Tretyakov","raw_affiliation_strings":["Department of Mathematics, University of Leicester, Leicester LE1 7RH, United Kingdom"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Leicester, Leicester LE1 7RH, United Kingdom","institution_ids":["https://openalex.org/I153648349"]}]}],"institution_assertions":[],"countries_distinct_count":2,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.059,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":26,"citation_normalized_percentile":{"value":0.909424,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":91},"biblio":{"volume":"78","issue":"268","first_page":"2075","last_page":"2106"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9985,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9985,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9822,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9619,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.46057084},{"id":"https://openalex.org/keywords/exponential-integrator","display_name":"Exponential integrator","score":0.44568858}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.90099764},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.75808185},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.61000454},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5878597},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5722375},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.54693854},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.52109134},{"id":"https://openalex.org/C97826883","wikidata":"https://www.wikidata.org/wiki/Q7069659","display_name":"Numerical partial differential equations","level":3,"score":0.5005326},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.49330512},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.46057084},{"id":"https://openalex.org/C186867907","wikidata":"https://www.wikidata.org/wiki/Q1575416","display_name":"Parabolic partial differential equation","level":3,"score":0.4466465},{"id":"https://openalex.org/C122700484","wikidata":"https://www.wikidata.org/wiki/Q16148845","display_name":"Exponential integrator","level":5,"score":0.44568858},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4236492},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.30428773},{"id":"https://openalex.org/C186219872","wikidata":"https://www.wikidata.org/wiki/Q955889","display_name":"Differential algebraic equation","level":4,"score":0.15765783},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1090/s0025-5718-09-02250-9","pdf_url":null,"source":{"id":"https://openalex.org/S102439543","display_name":"Mathematics of Computation","issn_l":"0025-5718","issn":["0025-5718","1088-6842"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315719","host_organization_name":"American Mathematical Society","host_organization_lineage":["https://openalex.org/P4310315719"],"host_organization_lineage_names":["American Mathematical Society"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":39,"referenced_works":["https://openalex.org/W142776152","https://openalex.org/W1486164486","https://openalex.org/W1542004730","https://openalex.org/W1554532768","https://openalex.org/W1585178936","https://openalex.org/W1587029759","https://openalex.org/W194549626","https://openalex.org/W1963921091","https://openalex.org/W1978697444","https://openalex.org/W1996322574","https://openalex.org/W2003393668","https://openalex.org/W2023088894","https://openalex.org/W2032894334","https://openalex.org/W2036234630","https://openalex.org/W2047312539","https://openalex.org/W2052082103","https://openalex.org/W2052849518","https://openalex.org/W2057105675","https://openalex.org/W2062147218","https://openalex.org/W2063999201","https://openalex.org/W2064200597","https://openalex.org/W2077089662","https://openalex.org/W2077802959","https://openalex.org/W2084865958","https://openalex.org/W2087895654","https://openalex.org/W2146636127","https://openalex.org/W2314913127","https://openalex.org/W2495773218","https://openalex.org/W2501086999","https://openalex.org/W2506877196","https://openalex.org/W2526191192","https://openalex.org/W2952415144","https://openalex.org/W3099415466","https://openalex.org/W331237973","https://openalex.org/W335971307","https://openalex.org/W406087279","https://openalex.org/W4229844634","https://openalex.org/W4235700272","https://openalex.org/W4300475775"],"related_works":["https://openalex.org/W4388215349","https://openalex.org/W4235225734","https://openalex.org/W3147000368","https://openalex.org/W3023046551","https://openalex.org/W3020098708","https://openalex.org/W2357676173","https://openalex.org/W2220638984","https://openalex.org/W2155548976","https://openalex.org/W2006263304","https://openalex.org/W184885699"],"abstract_inverted_index":{"The":[0,84],"method":[1],"of":[2,15,41,51],"characteristics":[3],"(the":[4],"averaging":[5],"over":[6],"the":[7,11,22,44,49,62,78],"characteristic":[8],"formula)":[9],"and":[10,47,72,77],"weak-sense":[12],"numerical":[13,30,90],"integration":[14],"ordinary":[16],"stochastic":[17,34],"differential":[18,36],"equations":[19,37],"together":[20],"with":[21],"Monte":[23,63],"Carlo":[24,64],"technique":[25,60],"are":[26,55,75,82],"used":[27],"to":[28],"propose":[29],"methods":[31,69],"for":[32,61,70],"linear":[33,71],"partial":[35],"(SPDEs).":[38],"Their":[39],"orders":[40],"convergence":[42,54,80],"in":[43,48],"mean-square":[45],"sense":[46,50],"almost":[52],"sure":[53],"obtained.":[56],"A":[57],"variance":[58],"reduction":[59],"procedures":[65],"is":[66,87],"considered.":[67],"Layer":[68],"semilinear":[73],"SPDEs":[74],"constructed":[76],"corresponding":[79],"theorems":[81],"proved.":[83],"approach":[85],"developed":[86],"supported":[88],"by":[89],"experiments.":[91]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W1982687195","counts_by_year":[{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2024-12-11T05:46:33.876597","created_date":"2016-06-24"}