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

zbMATH Keywords

stochastic heat equationalmost surely exponential stabilitynumerical positivitytruncated Wiener process

Mathematics Subject Classification ID

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)

Phase portraits and bounded and singular traveling wave solution of stochastic nonlinear Biswas-Arshed equation ⋮ Polynomial stability of stochastic heat equations ⋮ Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation

Cites Work

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• On the support of solutions to the heat equation with noise
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure

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