4 papers
Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
David Cohen, Björn Müller, Andrea Papini
We investigate the long-time behavior of exact solutions and numerical approximations of linear stochastic evolution equations defined on the sphere. We focus on three classical mo…
Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
Charles-Edouard Bréhier, David Cohen, LluÃs Quer-Sardanyons +1
We present and study an explicit exponential integrator for parabolic SPDEs in any dimension driven by a Gaussian noise which is white in time and with spatial correlation given by…
Fully discrete approximation of the semilinear stochastic wave equation on the sphere
David Cohen, Stefano Di Giovacchino, Annika Lang
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerki…
Stochastic conformal integrators for linearly damped stochastic Poisson systems
Charles-Edouard Bréhier, David Cohen, Yoshio Komori
We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: pr…