2 papers
math.PR2026
Approximation of the Lévy-driven stochastic heat equation on the sphere
Annika Lang, Andrea Papini, Verena Schwarz
The stochastic heat equation on the sphere driven by an additive square-integra\-ble Lévy process is approximated by a spectral method in space and forward and backward Euler--Mar…
math.NA2025
An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
Sagy Ephrati, Erik Jansson, Annika Lang +1
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectr…