2 papers
math.NA2023
Comparing intrusive and non-intrusive polynomial chaos for a class of exponential time differencing schemes
Julian Clausnitzer, Andreas Kleefeld
We consider the numerical approximation of different ordinary differential equations (ODEs) and partial differential equations (PDEs) with periodic boundary conditions involving a…
math.NA2023
A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a C2-boundary
Julian Clausnitzer, Andreas Kleefeld
We consider the numerical approximation of second-order semi-linear parabolic stochastic partial differential equations interpreted in the mild sense which we solve on general two-…