Euler-Maruyama approximations of the stochastic heat equation on the sphere
DOI10.3934/jcd.2023012arXiv2307.07564MaRDI QIDQ6120387
Annika Lang, Ioanna Motschan-Armen
Publication date: 20 February 2024
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2307.07564
strong convergence; stochastic heat equation; spectral approximation; Euler-Maruyama scheme; second moment; isotropic Wiener noise; stochastic evolution on surfaces
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
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
33C55: Spherical harmonics
