Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597)

scientific article; zbMATH DE number 7927029

Language	Label	Description	Also known as
English	Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations	scientific article; zbMATH DE number 7927029

Statements

instance of

scholarly article

0 references

title

Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (English)

0 references

author

Charles-Edouard Bréhier

0 references

David Cohen

0 references

Johan E. M. Ulander

0 references

published in

European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis

0 references

publication date

16 October 2024

0 references

zbMATH Keywords

stochastic heat equation

0 references

splitting scheme

0 references

mean-square convergence

0 references

MaRDI profile type

Publication

0 references

cites work

Positivity-preserving numerical schemes for stochastic differential equations

0 references

A fully discrete approximation of the one-dimensional stochastic heat equation

0 references

A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise

0 references

Simulation of stochastic partial differential equations using finite element methods

0 references

\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations

0 references

Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise

0 references

Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering

0 references

On the positivity of the stochastic heat equation

0 references

Lie-Trotter splitting for the nonlinear stochastic Manakov system

0 references

A concise introduction to geometric numerical integration

0 references

On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth

0 references

Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion

0 references

Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations

0 references

Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

0 references

Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation

0 references

Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations

0 references

Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift

0 references

Parabolic Anderson problem and intermittency

0 references

Comparison principle for stochastic heat equation on \(\mathbb{R}^{d}\)

0 references

On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations

0 references

Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

0 references

Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise

0 references

On the positivity of solutions of systems of stochastic PDEs

0 references

Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations

0 references

Stochastic Equations in Infinite Dimensions

0 references

Q3605385

0 references

Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations

0 references

Numerical schemes for rough parabolic equations

0 references

A full discretization of the rough fractional linear heat equation

0 references

Analysis of a splitting scheme for a class of random nonlinear partial differential equations

0 references

A new class of exponential integrators for SDEs with multiplicative noise

0 references

Q4509145

0 references

Finite difference schemes for stochastic partial differential equations in Sobolev spaces

0 references

Approximation of Stochastic Nonlinear Equations of Schrödinger Type by the Splitting Method

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II

0 references

Accelerated finite elements schemes for parabolic stochastic partial differential equations

0 references

Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise

0 references

Q3550030

0 references

Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations

0 references

Boundary preserving explicit scheme for the Aït-Sahalia mode

0 references

Approximation for semilinear stochastic evolution equations

0 references

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

The numerical approximation of stochastic partial differential equations

0 references

Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

0 references

Q5166655

0 references

Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

0 references

Strong and weak approximation of semilinear stochastic evolution equations

0 references

Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions

0 references

A local discontinuous Galerkin method for nonlinear parabolic SPDEs

0 references

A mass-preserving splitting scheme for the stochastic Schrödinger equation with multiplicative noise

0 references

Strong approximation of monotone stochastic partial differential equations driven by white noise

0 references

Postprocessing for Stochastic Parabolic Partial Differential Equations

0 references

Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

0 references

Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise

0 references

An introduction to computational stochastic PDEs

0 references

Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model

0 references

On a splitting scheme for the nonlinear Schrödinger equation in a random medium

0 references

Local error of a splitting scheme for a nonlinear Schrödinger-type equation with random dispersion

0 references

Splitting methods

0 references

On implicit and explicit discretization schemes for parabolic SPDEs in any dimension

0 references

On the (strict) positivity of solutions of the stochastic heat equation

0 references

On the support of solutions to the heat equation with noise

0 references

A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation

0 references

Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

0 references

An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise

0 references

Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations

0 references

Numerical approximation for a white noise driven SPDE with locally bounded drift

0 references

On the discretization in time of parabolic stochastic partial differential equations

0 references

Positivity preserving stochastic \(\theta\)-methods for selected SDEs

0 references

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods

0 references

Numerical methods for stochastic parabolic PDEs

0 references

Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations

0 references

Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

0 references

Strict positivity for stochastic heat equations

0 references

Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion

0 references

An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition

0 references

Q3747436

0 references

Finite element methods for parabolic stochastic PDE's

0 references

Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise

0 references

A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise

0 references

A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise

0 references

Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise

0 references

Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

0 references

Stochastic heat equation: numerical positivity and almost surely exponential stability

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6619597