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• W2898840947 abstract "We consider the numerical approximation of the general second order semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive space–time noise. Our goal is to build two numerical algorithms with strong convergence rates higher than that of the standard semi-implicit scheme. In contrast to the standard time stepping methods which use basic increments of the noise, we introduce two schemes based on the exponential integrators, designed for finite element, finite volume or finite difference space discretisations. We prove the convergence in the root mean square L2 norm for a general advection diffusion reaction equation and a family of new Lipschitz nonlinearities. We observe from both the analysis and numerics that the proposed schemes have better convergence properties than the current standard semi-implicit scheme." @default.
• W2898840947 created "2018-11-09" @default.
• W2898840947 creator A5007820777 @default.
• W2898840947 creator A5046817110 @default.
• W2898840947 date "2019-02-01" @default.
• W2898840947 modified "2023-09-23" @default.
• W2898840947 title "Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise" @default.
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• W2898840947 doi "https://doi.org/10.1016/j.apnum.2018.10.008" @default.
• W2898840947 hasPublicationYear "2019" @default.
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