Time integration of dissipative stochastic PDEs
Numerical Analysis
2025-07-23 v1 Numerical Analysis
Abstract
The paper is focused on the numerical solution of stochastic reaction-diffusion problems. A special attention is addressed to the conservation of mean-square dissipativity in the time integration of the spatially discretized problem, obtained by means of finite differences. The analysis highlights the conservative ability of stochastic -methods and stochastic -IMEX methods, emphasizing the roles of spatial and temporal stepsizes. A selection of numerical experiments is provided, confirming the theoretical expectations.
Cite
@article{arxiv.2507.16658,
title = {Time integration of dissipative stochastic PDEs},
author = {Helena Biščević and Raffaele D'Ambrosio},
journal= {arXiv preprint arXiv:2507.16658},
year = {2025}
}