3 papers
math.NA2017
A fully discrete approximation of the one-dimensional stochastic heat equation
Rikard Anton, David Cohen, Lluis Quer-Sardanyons
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approxim…
math.NA2016
Exponential integrators for stochastic Schrödinger equations driven by Ito noise
Rikard Anton, David Cohen
We study an explicit exponential scheme for the time discretisation of stochastic Schrödinger equations driven by additive or multiplicative Ito noise. The numerical scheme is show…
math.NA2015
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
Rikard Anton, David Cohen, Stig Larsson +1
A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in sp…