Splitting integrators for linear Vlasov equations with stochastic perturbations
DOI10.3934/jcd.2024014MaRDI QIDQ6616292
David Cohen, Charles-Edouard Bréhier
Publication date: 9 October 2024
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
stochastic partial differential equationstrace formulasplitting schemepreservation propertiespositivity-preserving schemestochastic Vlasov equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Perturbations in context of PDEs (35B20) 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) Positive solutions to PDEs (35B09) Vlasov equations (35Q83) Numerical solutions to abstract evolution equations (65J08)
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