A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model

DOI10.1016/j.apnum.2022.04.018zbMath1491.65014arXiv2101.01027OpenAlexW4224986265MaRDI QIDQ2143109

Massimiliano Tamborrino, Evelyn Buckwar, Adeline Samson, Irene Tubikanec

Publication date: 30 May 2022

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.01027

zbMATH Keywords

stochastic differential equationsergodicitysplitting methodshypoellipticitymean-square convergenceFitzHugh-Nagumo modellocally Lipschitz drift

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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