Resonance based schemes for SPDEs
J Armstrong-Goodall, Y Bruned - arXiv preprint arXiv:2312.16690, 2023 - arxiv.org
Resonance based numerical schemes are those in which cancellations in the oscillatory
components of the equation are taken advantage of in order to reduce the regularity …
components of the equation are taken advantage of in order to reduce the regularity …
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference
discretization in space for approximating the solutions to a class of nonlinear stochastic heat …
discretization in space for approximating the solutions to a class of nonlinear stochastic heat …
[HTML][HTML] Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
CE Bréhier, D Cohen - Applied Numerical Mathematics, 2023 - Elsevier
We analyze the qualitative properties and the order of convergence of a splitting scheme for
a class of nonlinear stochastic Schrödinger equations driven by additive noise. The class of …
a class of nonlinear stochastic Schrödinger equations driven by additive noise. The class of …
Splitting schemes for FitzHugh--Nagumo stochastic partial differential equations
CE Bréhier, D Cohen, G Giordano - arXiv preprint arXiv:2207.10484, 2022 - arxiv.org
We design and study splitting integrators for the temporal discretization of the stochastic
FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells …
FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells …
An energy-conserving Fourier particle-in-cell method with asymptotic-preserving preconditioner for Vlasov-Ampère system with exact curl-free constraint
We present an efficient and accurate energy-conserving implicit particle-in-cell (PIC)
algorithm for the electrostatic Vlasov system, with particular emphasis on its high robustness …
algorithm for the electrostatic Vlasov system, with particular emphasis on its high robustness …
[PDF][PDF] Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
CE Bréhier, D Cohen, J Ulander - ESAIM: Mathematical Modelling …, 2024 - esaim-m2an.org
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference
discretization in space for approximating the solutions to a class of semilinear stochastic …
discretization in space for approximating the solutions to a class of semilinear stochastic …
Splitting integrators for linear Vlasov equations with stochastic perturbations
CE Bréhier, D Cohen - arXiv preprint arXiv:2402.18982, 2024 - arxiv.org
We consider a class of linear Vlasov partial differential equations driven by Wiener noise.
Different types of stochastic perturbations are treated: additive noise, multiplicative It\^ o and …
Different types of stochastic perturbations are treated: additive noise, multiplicative It\^ o and …
Exponential integrators for the stochastic Manakov equation
This article presents and analyses an exponential integrator for the stochastic Manakov
equation, a system arising in the study of pulse propagation in randomly birefringent optical …
equation, a system arising in the study of pulse propagation in randomly birefringent optical …
Numerical Modeling of Stochastic Differential Problems with Applications
G Giordano - 2023 - elea.unisa.it
The interest in the study of stochastic differential equations has grown considerably in recent
years. The main reason for this interest is that stochastic differential equations are a potential …
years. The main reason for this interest is that stochastic differential equations are a potential …
Approximated exponential integrators for the stochastic Manakov equation
This article presents and analyzes an approximated exponential integrator for the
(inhomogeneous) stochastic Manakov system. This system of SPDE occurs in the study of …
(inhomogeneous) stochastic Manakov system. This system of SPDE occurs in the study of …