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math.NA2024
A Hybrid Algorithm for Systems of Non-interacting Particles with an External Potential
Ana Djurdjevac, Ann Almgren, John Bell
Our focus is on simulating the dynamics of non-interacting particles including the effects of an external potential, which, under certain assumptions, can be formally described by…
math.PR2024★ 2 cited
Higher order approximation of nonlinear SPDEs with additive space-time white noise
Ana Djurdjevac, Máté Gerencsér, Helena Kremp
We consider strong approximations of -dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08),…