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math.NA2026
Fully discrete approximation of the semilinear stochastic wave equation on the sphere
David Cohen, Stefano Di Giovacchino, Annika Lang
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerki…
math.NA2025
Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Øyvind Stormark Auestad, Geir-Arne Fuglstad, Annika Lang
We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our disc…
math.NA2024
Finite element approximation of parabolic SPDEs with Whittle--Matérn noise
Øyvind Stormark Auestad, Geir-Arne Fuglstad, Espen Robstad Jakobsen +1
We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretizati…