Stochastic heat equation: numerical positivity and almost surely exponential stability
DOI10.1016/j.camwa.2022.05.031OpenAlexW4281720473WikidataQ115580681 ScholiaQ115580681MaRDI QIDQ2159887
Xiaochen Yang, Chi-Ping Zhang, Zhanwen Yang
Publication date: 2 August 2022
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2022.05.031
stochastic heat equationalmost surely exponential stabilitynumerical positivitytruncated Wiener process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
Cites Work
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
- Numerical blow-up analysis of linearly implicit Euler method for nonlinear parabolic integro-differential equations
- Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises
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