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math.NA2025
Higher order numerical schemes for SPDEs with additive Noise
Abhishek Chaudhary, Andreas Prohl
We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs…
math.NA2025
Numerical analysis of the stochastic Navier-Stokes equations
Dominic Breit, Andreas Prohl, Jörn Wichmann
The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation:…