Concepedia

Stochastic Partial Differential Equations

Stochastic Partial Differential Equation is a type of partial differential equation that incorporates random forcing terms or stochastic processes, thereby modeling systems influenced by random fluctuations in both space and time.

1.8K

Publications

93.5K

Citations

2.4K

Authors

1.1K

Institutions

Publications per year

2017–2026

399

Parents

Publications

1.8K

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

Finn Lindgren, Håvard Rue, Johan Lindström · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2011 · 2.7K citations · Full text

, , +15

DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia

Christopher Rackauckas, Qing Nie · Journal of Open Research Software · 2017 · 1.7K citations · Full text

, , +17

Diffusion Models in Vision: A Survey

Florinel-Alin Croitoru, Vlad Hondru, Radu Tudor Ionescu et al. · IEEE Transactions on Pattern Analysis and Machine Intelligence · 2023 · 1.6K citations

, , +15

Random Differential Equations in Science and Engineering

T. T. Soong, J. L. Bogdanoff · Journal of Applied Mechanics · 1974 · 880 citations · Full text

, , +12

Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

E Weinan, Jiequn Han, Arnulf Jentzen · Communications in Mathematics and Statistics · 2017 · 828 citations · Full text

, , +16

1–5 of 1.8K

Authors

2.4K

  1. MR
    Michael Röckner

    Bielefeld University, Germany

    26 publications · 1.9K citations

    22

    h-index

  2. AJ
    Arnulf Jentzen

    ETH Zurich, Switzerland

    30 publications · 2.4K citations

    21

    h-index

  3. TC
    Tomás Caraballo

    Universidad de Sevilla, Spain

    21 publications · 950 citations

    18

    h-index

  4. ZB
    Zdzisław Brzeźniak

    University of York, United Kingdom

    19 publications · 1.2K citations

    15

    h-index

  5. IG
    István Gyöngy

    University of Edinburgh, United Kingdom

    16 publications · 850 citations

    14

    h-index

1–5 of 2.4K

Institutions

1.1K

  1. Centre National de la Recherche Scientifique

    Paris, France

    30 h-index

    96 publications

    5K citations

  2. Bielefeld University

    Bielefeld, Germany

    27 h-index

    53 publications

    3K citations

  3. ETH Zurich

    Zurich, Switzerland

    22 h-index

    59 publications

    4K citations

  4. Universitat de Barcelona

    Barcelona, Spain

    21 h-index

    46 publications

    3.2K citations

  5. Universidad de Sevilla

    Seville, Spain

    20 h-index

    39 publications

    1.7K citations

  6. Imperial College London

    London, United Kingdom

    18 h-index

    44 publications

    2K citations

  7. Swansea University

    Swansea, United Kingdom

    18 h-index

    35 publications

    1.6K citations

  8. University of Warwick

    Coventry, United Kingdom

    17 h-index

    32 publications

    1.5K citations

1–8 of 1.1K

Venues

  1. Stochastic Processes and their Applications

    64 publications · 3.8K citations

    34

    h-index

  2. Probability Theory and Related Fields

    45 publications · 3.9K citations

    33

    h-index

  3. Stochastics and stochastics reports

    39 publications · 2K citations

    25

    h-index

  4. The Annals of Probability

    48 publications · 2.6K citations

    25

    h-index

  5. Journal of Functional Analysis

    34 publications · 2K citations

    24

    h-index

1–5