A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere
From MaRDI portal
Publication:1633625
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
spherestochastic heat equationmultiplicative noiseimplicit Euler schemenon-uniform time discretization
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
- Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces
- Approximation for semilinear stochastic evolution equations
- Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
- Spherical harmonics
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Random Fields on the Sphere
- Numerical methods for stochastic parabolic PDEs
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- Finite element and difference approximation of some linear stochastic partial differential equations
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- A numerical scheme for stochastic PDEs with Gevrey regularity
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Stochastic Equations in Infinite Dimensions
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
This page was built for publication: A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere