# Boris Rozovskii

According to our database

Collaborative distances:

^{1}, Boris Rozovskii authored at least 13 papers between 2000 and 2016.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### Homepage:

#### On csauthors.net:

## Bibliography

2016

Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise.

Numerische Mathematik, 2016

2015

Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise.

SIAM J. Numerical Analysis, 2015

2014

A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise.

SIAM J. Scientific Computing, 2014

2013

The Wick-Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients.

SIAM J. Scientific Computing, 2013

2012

A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations.

SIAM J. Scientific Computing, 2012

2011

Itô Integral.

Proceedings of the International Encyclopedia of Statistical Science, 2011

2010

Randomization of Forcing in Large Systems of PDEs for Improvement of Energy Estimates.

Multiscale Modeling & Simulation, 2010

2009

Stochastic Partial Differential Equations Driven by Purely Spatial Noise.

SIAM J. Math. Analysis, 2009

2006

A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods.

IEEE Trans. Signal Processing, 2006

Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics.

J. Comput. Physics, 2006

2004

Stochastic Navier-Stokes Equations for Turbulent Flows.

SIAM J. Math. Analysis, 2004

A diffusion model of roundtrip time.

Computational Statistics & Data Analysis, 2004

2000

Approximation of the Kushner Equation for Nonlinear Filtering.

SIAM J. Control and Optimization, 2000