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math.NA2023
Euler-Maruyama approximations of the stochastic heat equation on the sphere
Annika Lang, Ioanna Motschan-Armen
The stochastic heat equation on the sphere driven by additive isotropic Wiener noise is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes i…
math.NA2023
Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation
Annika Lang, Per Ljung, Axel Målqvist
A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localiz…