Time integration of dissipative stochastic PDEs
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
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| _version_ | 1866915405060112384 |
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| author | Biščević, Helena D'Ambrosio, Raffaele |
| author_facet | Biščević, Helena D'Ambrosio, Raffaele |
| contents | 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 by means of 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_16658 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Time integration of dissipative stochastic PDEs Biščević, Helena D'Ambrosio, Raffaele Numerical Analysis 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 by means of 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. |
| title | Time integration of dissipative stochastic PDEs |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2507.16658 |