[HTML][HTML] An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation

X Wang - Stochastic Processes and their Applications, 2020 - Elsevier
Abstract In Becker and Jentzen (2019) and Becker et al.(2017), an explicit temporal semi-
discretization scheme and a space–time full-discretization scheme were, respectively …

Galerkin finite element approximation of a stochastic semilinear fractional subdiffusion with fractionally integrated additive noise

W Kang, BA Egwu, Y Yan… - IMA Journal of Numerical …, 2022 - academic.oup.com
A Galerkin finite element method is applied to approximate the solution of a semilinear
stochastic space and time fractional subdiffusion problem with the Caputo fractional …

Asymptotic mean square stability of Predictor-Corrector methods for stochastic delay ordinary and partial differential equations

H Wen - Communications in Nonlinear Science and Numerical …, 2023 - Elsevier
In this paper, we focus on the asymptotic mean square stability of stochastic delay ordinary
and partial differential equations. By virtue of root locus technique, the sufficient and …

A numerical method for a nonlocal diffusion equation with additive noise

GS Medvedev, G Simpson - Stochastics and Partial Differential Equations …, 2023 - Springer
We consider a nonlocal evolution equation representing the continuum limit of a large
ensemble of interacting particles on graphs forced by noise. The two principle ingredients of …

Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise

A Tambue, JD Mukam - Applied Mathematics and Computation, 2019 - Elsevier
This paper aims to investigate the numerical approximation of a general second order
parabolic stochastic partial differential equation (SPDE) driven by multiplicative or additive …

[HTML][HTML] Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure

JD Mukam, A Tambue - Computers & Mathematics with Applications, 2019 - Elsevier
This paper deals with the numerical approximation of semilinear parabolic stochastic partial
differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random …

Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs

G Lord, A Petersson - arXiv preprint arXiv:2210.11102, 2022 - arxiv.org
Efficient simulation of stochastic partial differential equations (SPDE) on general domains
requires noise discretization. This paper employs piecewise linear interpolation of noise in a …

Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise

GJ Lord, A Tambue - Applied Numerical Mathematics, 2019 - Elsevier
We consider the numerical approximation of the general second order semilinear parabolic
stochastic partial differential equations (SPDEs) driven by additive space–time noise. Our …

Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise.

A Tambue, JD Mukam - Discrete & Continuous Dynamical …, 2020 - search.ebscohost.com
This paper aims to investigate numerical approximation of a general second order non-
autonomous semilinear parabolic stochastic partial differential equation (SPDEs) driven by …

Some numerical techniques for approximating semilinear parabolic (stochastic) partial differential equations

MSJD Mukam - 2021 - monarch.qucosa.de
Abstract (EN) Partial differential equations (PDEs) and stochastic partial differential
equations (SPDEs) are powerful tools in modeling real-world phenomena in many fields …