Time integration of dissipative stochastic PDEs

DOI10.1016/J.APNUM.2025.11.005MaRDI QIDQ6848527zbMATH OpenFDO

Authors Helena Biščević, Raffaele D'Ambrosio

Publication date 5 March 2026

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.APNUM.2025.11.005

zbMATH Keywords

mean-square dissipativitystochastic \(\theta\)-IMEX methodsstochastic \(\theta\)-methodsstochastic partial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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