Robust algorithms for solving stochastic partial differential equations (Q1357348)

A family of algorithms for the integration of stochastic parabolic partial differential equations of the form \[ \frac{\partial}{\partial t}\varphi(t,x)= L[\varphi]+ A[\varphi]+ B[\varphi]\cdot \eta(t,x) \] is presented. Here \(\varphi\) is an \(M\)-dimensional vector, \(L\) is a linear differential operator, \(A\) is a nonlinear evolution, \(B[\varphi]\cdot \eta(t,x)\) is the noise term. The algorithms can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is applied to calculations of correlation functions for one-dimensional propagating quantum fields.