Euler–Maruyama approximations of the stochastic heat equation on the sphere
Journal article, 2024
Spectral approximation
Second moment
Euler–Maruyama scheme
Isotropic Wiener noise
Stochastic heat equation
Strong convergence
Stochastic evolution on surfaces
Author
Annika Lang
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Ioanna Motschan-Armen
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Journal of Computational Dynamics
2158-2491 (ISSN) 2158-2505 (eISSN)
Vol. 11 1 23-42Efficient approximation methods for random fields on manifolds
Swedish Research Council (VR) (2020-04170), 2021-01-01 -- 2024-12-31.
Time-Evolving Stochastic Manifolds (StochMan)
European Commission (EC) (EC/HE/101088589), 2023-09-01 -- 2028-08-31.
Stochastic Continuous-Depth Neural Networks
Chalmers AI Research Centre (CHAIR), 2020-08-15 -- .
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Mathematical Analysis
DOI
10.3934/jcd.2023012