Stochastic heat equation: numerical positivity and almost surely exponential stability

DOI10.1016/J.CAMWA.2022.05.031MaRDI QIDQ2159887zbMATH OpenOpenAlexWikidataFDO

Authors Xiaochen Yang, Z. W. Yang, C. P. Zhang

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

zbMATH Keywords

almost surely exponential stabilitynumerical positivitystochastic heat equationtruncated Wiener process

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
• Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises
• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• Initial measures for the stochastic heat equation
• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
• Numerical blow-up analysis of linearly implicit Euler method for nonlinear parabolic integro-differential equations
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• On the support of solutions to the heat equation with noise
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• The moment and almost surely exponential stability of stochastic heat equations
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations

Cited in

(7)

• On the positivity of the stochastic heat equation
• Phase portraits and bounded and singular traveling wave solution of stochastic nonlinear Biswas-Arshed equation
• Polynomial stability of stochastic heat equations
• Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• Boundary control of stochastic partial differential systems with delays and Lévy noise
• Long time stability and numerical stability of implicit schemes for stochastic heat equations

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