Ryan Kurniawan

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

Daniel Conus, Arnulf Jentzen, Ryan Kurniawan · arXiv (Cornell University) · 2014 · 43 citations · Full text

Spectral Theory, Numerical Analysis, Engineering +15

Weak Convergence Rates for Euler-Type Approximations of Semilinear Stochastic Evolution Equations with Nonlinear Diffusion Coefficients

Arnulf Jentzen, Ryan Kurniawan · Foundations of Computational Mathematics · 2020 · 42 citations · Full text

Nonlinear Diffusion Coefficients, Partial Differential Equations, Diffusion Process +6

Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients

Arnulf Jentzen, Ryan Kurniawan · arXiv (Cornell University) · 2015 · 18 citations · Full text

Numerical Analysis, Engineering, Natural Sciences +15

Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities

Matteo Beccari, Martin Hutzenthaler, Arnulf Jentzen et al. · arXiv (Cornell University) · 2019 · 15 citations · Full text

Numerical Analysis, Weak Divergence, Engineering +15

Regularity Properties for Solutions of Infinite Dimensional Kolmogorov Equations in Hilbert Spaces

Adam Andersson, Mario Hefter, Arnulf Jentzen et al. · Potential Analysis · 2018 · 13 citations · Full text

Infinite Dimensional Analysis, Hilbert Spaces, Infinite Dimensional Problem +2