首页 | 本学科首页   官方微博 | 高级检索  
     


Numerical approximation of multiplicative SPDEs
Abstract:We prove convergence of the stochastic exponential time differencing scheme for parabolic stochastic partial differential equations (SPDEs) with one-dimensional multiplicative noise. We examine convergence for fourth-order SPDEs and consider as an example the Swift–Hohenberg equation. After examining convergence, we present preliminary evidence of a shift in the deterministic pinning region J. Burke and E. Knobloch, Localized states in the generalized Swift–Hohenberg equation, Phys. Rev. E. 73 (2006), pp. 056211-1–15; J. Burke and E. Knobloch, Snakes and ladders: Localized states in the Swift–Hohenberg equation, Phys. Lett. A 360 (2007), pp. 681–688; Y.-P. Ma, J. Burke, and E. Knobloch, Snaking of radial solutions of the multi-dimensional Swift–Hohenberg equation: A numerical study, Physica D 239 (2010), pp. 1867–1883; S. McCalla and B. Sandstede, Snaking of radial solutions of the multi-dimensional Swift–Hohenberg equation: A numerical study, Physica D 239 (2010), pp. 1581–1592] with space–time white noise.
Keywords:stochastic partial differential equations  multiplicative noise  stochastic exponential time differencing  Swift–Hohenberg equation  pinning region
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号