Finite Volume Approximations for Non-Linear Parabolic Problems with Stochastic Forcing

Autor: Bauzet, Caroline, Nabet, Flore, Schmitz, Kerstin, Zimmermann, Aleksandra

Publikováno v: Finite Volumes for Complex Applications 10 (FVCA10)
Finite Volumes for Complex Applications 10 (FVCA10), Université de Strasbourg, Oct 2023, Strasbourg, France

International audience; We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::637cae97c11218834a0a70149cda3fb7

Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise

Autor: Caroline Bauzet, Flore Nabet, Kerstin Schmitz, Aleksandra Zimmermann

Publikováno v: ESAIM: Mathematical Modelling and Numerical Analysis
ESAIM: Mathematical Modelling and Numerical Analysis, In press

International audience; We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of Itô. More precisely, we consider a discretization which is semi-implicit in ti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23dfed707c7b308f665d189a9304d01e