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.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…
math.NA2024
Strong Convergence of a Splitting Method for the Stochastic Complex Ginzburg-Landau Equation
Marvin Jans, Gabriel J. Lord, Mariya Ptashnyk
We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation mean…