A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary
DOI10.3934/dcdsb.2023148arXiv2306.13480OpenAlexW4386487686MaRDI QIDQ6201365
Julian Clausnitzer, Andreas Kleefeld
Publication date: 20 February 2024
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2306.13480
Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Boundary element methods for initial value and initial-boundary value problems involving PDEs (65M38)
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