The paper is focused on the numerical solution of stochastic reaction-diffusion problems. A special attention is addressed to the conservation of mean-square dissipativity in the time integration of the spatially discretized problem, obtained through finite differences. The analysis highlights the conservative ability of stochastic θ -methods and stochastic θ -IMEX methods, emphasizing the roles of spatial and temporal stepsizes. A selection of numerical experiments is provided, confirming the theoretical expectations.
Time integration of dissipative stochastic PDEs
D'Ambrosio, Raffaele
2026-01-01
Abstract
The paper is focused on the numerical solution of stochastic reaction-diffusion problems. A special attention is addressed to the conservation of mean-square dissipativity in the time integration of the spatially discretized problem, obtained through finite differences. The analysis highlights the conservative ability of stochastic θ -methods and stochastic θ -IMEX methods, emphasizing the roles of spatial and temporal stepsizes. A selection of numerical experiments is provided, confirming the theoretical expectations.File in questo prodotto:
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