| Autor: |
Bauzet, Caroline, Nabet, Flore, Schmitz, Kerstin, Zimmermann, Aleksandra |
| Rok vydání: |
2023 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
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 compatible with stochastic integration in the sense of It\^{o}. We show existence and uniqueness of solutions to the scheme and the appropriate measurability for stochastic integration follows from the uniqueness of approximate solutions. |
| Databáze: |
arXiv |
| Externí odkaz: |
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