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Positivity-preserving schemes for some nonlinear stochastic PDEs
- Publication Year :
- 2023
-
Abstract
- We introduce a positivity-preserving numerical scheme for a class of nonlinear stochastic heat equations driven by a purely time-dependent Brownian motion. The construction is inspired by a recent preprint by the authors where one-dimensional equations driven by space-time white noise are considered. The objective of this paper is to illustrate the properties of the proposed integrators in a different framework, by numerical experiments and by giving convergence results.
- Subjects :
- Mathematics - Numerical Analysis
Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2304.11064
- Document Type :
- Working Paper