2 papers
math.NA2026
Strong error analysis of a temporal approximation for stochastic Korteweg-de Vries equation with small additive noise
Jianbo Cui, Raffaele D'Ambrosio, Stefano Di Giovacchino +1
We study strong temporal approximation of periodic stochastic Korteweg--de Vries equation driven by small additive \(Q\)-Wiener noise of amplitude \(\mathcal O(\varepsilon)\), \(0<…
math.NA2024
Backward error analysis of stochastic Poisson integrators
Raffaele D'Ambrosio, Stefano Di Giovacchino
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysi…