Stochastics and Partial Differential Equations: Analysis and Computations

Aims & Scope

Stochastics and Partial Differential Equations: Analysis and Computations publishes the highest quality articles presenting significantly new and important developments in the SPDE theory and applications.

SPDE is an active interdisciplinary area at the crossroads of stochastic anaylsis, partial differential equations and scientific computing.

Statistical physics, fluid dynamics, financial modeling, nonlinear filtering, super-processes, continuum physics and, recently, uncertainty quantification are important contributors to and major users of the theory and practice of SPDEs.

The journal is promoting synergetic activities between the SPDE theory, applications, and related large scale computations.

The journal also welcomes high quality articles in fields strongly connected to SPDE such as stochastic differential equations in infinite-dimensional state spaces or probabilistic approaches to solving deterministic PDEs.

View Aims & Scope

---

Metrics & Ranking

Impact Factor

Year	Value
2025	1.4
2024	1.40

SJR (SCImago Journal Rank)

Year	Value
2024	1.641

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	21

Journal Rank

Year	Value
2024	2058

Journal Citation Indicator

Year	Value
2024	191

---

---

Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

---

Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Mathematics, designed to support cutting-edge academic discovery.

---

Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• KPZ equation, its renormalization and invariant measures

  Citation: 27

  Authors: Tadahisa, Jeremy

• A Multi Level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

  Citation: 25

  Authors: Fabio, Francesco

• Regularization by noise and stochastic Burgers equations

  Citation: 25

  Authors: M., M.

• Gaussian fluctuations for the stochastic heat equation with colored noise

  Citation: 24

  Authors: Jingyu, David, Lauri, Guangqu

• Model reduction for stochastic systems

  Citation: 23

  Authors: Peter, Martin

• Gaussian fluctuations from the 2D KPZ equation

  Citation: 23

  Authors: Yu

• A relatively short proof of Itô’s formula for SPDEs and its applications

  Citation: 22

  Authors: N. V.

• On the convergence of stochastic transport equations to a deterministic parabolic one

  Citation: 20

  Authors: Lucio

• Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions

  Citation: 20

  Authors: M., B., I.

• Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation

  Citation: 19

  Authors: Benjamin, Julien

---