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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 θ\theta-methods and stochastic θ\theta-IMEX methods, emphasizing the roles of spatial and temporal stepsizes. A selection of numerical experiments is provided, confirming the theoretical expectations.

Keywords

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}
}
R2 v1 2026-07-01T04:13:34.442Z