Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise
DOI10.1051/m2an/2022087zbMath1515.60231arXiv2203.09851OpenAlexW4280501545MaRDI QIDQ6041050
Caroline Bauzet, Unnamed Author, Unnamed Author, Flore Nabet
Publication date: 25 May 2023
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.09851
convergence analysisvariational approachstochastic heat equationfinite-volume methodstochastic compactness methodmultiplicative Lipschitz noise
Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)
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