3 papers
math.NA2026
Error Bound and Stability Analysis for a Randomized Singly Diagonally Implicit Runge-Kutta Method
Monika Eisenmann, Marvin Jans, Raphael Kruse +1
A randomized Singly Diagonally Implicit Runge-Kutta (SDIRK) method, based on the randomized trapezoidal rule as the underlying quadrature scheme, is proposed. Every realization of…
math.NA2026
Convergence analysis of Schwarz-like methods for degenerate elliptic-parabolic equations
Monika Eisenmann, Eskil Hansen
Convergence is proven for Schwarz-like methods applied to degenerate elliptic-parabolic equations with a -structure. This family of PDEs, e.g., arises when modelling nonlinear d…
math.NA2024
Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions
Monika Eisenmann, Eskil Hansen, Marvin Jans
We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formula…