most citedAnalysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations

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math.NA2023★ 1 cited

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…

math.NA2023★ 3 cited

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…