collaborators

1 paper

math.NA2026

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise

Charles-Edouard Bréhier, David Cohen, Lluís 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…