63 citations · 182 across the 20 of their papers we have counts for
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Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
Meng Cai, David Cohen, Xiaojie Wang
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We disc…
Positivity-preserving schemes for some nonlinear stochastic PDEs
Charles-Edouard Bréhier, David Cohen, Johan Ulander
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 insp…
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
Charles-Edouard Bréhier, David Cohen, Johan Ulander
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference discretization in space for approximating the solutions to a class of nonlinear stochastic…