Euler-Maruyama approximations of the stochastic heat equation on the sphere
Publication:6120387
DOI10.3934/jcd.2023012arXiv2307.07564MaRDI QIDQ6120387
Annika Lang, Ioanna Motschan-Armen
Publication date: 20 February 2024
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2307.07564
strong convergencestochastic heat equationspectral approximationEuler-Maruyama schemesecond momentisotropic Wiener noisestochastic evolution on surfaces
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) 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) Spherical harmonics (33C55)
Cites Work
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- Analysis of the Laplacian on a complete Riemannian manifold
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