A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere

DOI10.1016/j.jco.2018.09.001OpenAlexW2964197582WikidataQ129323533 ScholiaQ129323533MaRDI QIDQ1633625

Yoshihito Kazashi, Quoc Thong Le Gia

Publication date: 20 December 2018

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.02838

zbMATH Keywords

spherestochastic heat equationmultiplicative noiseimplicit Euler schemenon-uniform time discretization

Mathematics Subject Classification ID

Fluid mechanics (76-XX) Numerical analysis (65-XX)

Related Items (3)

Numerical approximation and simulation of the stochastic wave equation on the sphere ⋮ On the peaks of a stochastic heat equation on a sphere with a large radius ⋮ Euler-Maruyama approximations of the stochastic heat equation on the sphere

Cites Work

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