Stochastic heat equation: numerical positivity and almost surely exponential stability
DOI10.1016/j.camwa.2022.05.031WikidataQ115580681 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
stochastic heat equation; almost surely exponential stability; numerical positivity; truncated Wiener process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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Cites Work
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