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