Stochastic heat equation: numerical positivity and almost surely exponential stability

DOI10.1016/J.CAMWA.2022.05.031OpenAlexW4281720473WikidataQ115580681 ScholiaQ115580681MaRDI QIDQ2159887FDOQ2159887

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

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zbMATH Keywords

stochastic heat equationalmost surely exponential stabilitynumerical positivitytruncated Wiener process

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The moment and almost surely exponential stability of stochastic heat equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• On the support of solutions to the heat equation with noise
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Initial measures for the stochastic heat equation
• Numerical blow-up analysis of linearly implicit Euler method for nonlinear parabolic integro-differential equations
• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions
• Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises
• Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations

Cited In (5)

• Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation
• Polynomial stability of stochastic heat equations
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• Phase portraits and bounded and singular traveling wave solution of stochastic nonlinear Biswas-Arshed equation
• On the positivity of the stochastic heat equation

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