Search for dissertations about: "stochastic exponential integrator"

Found 2 swedish dissertations containing the words stochastic exponential integrator.

  2. 1. Numerical analysis and simulation of stochastic partial differential equations with white noise dispersion

    Author : André Berg; David Cohen; Per Åhag; Guillaume Dujardin; Ludovic Goudenège; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; stochastic partial differential equation; mathematics; numerical analysis; numerical scheme; time integrator; convergence analysis; blowup; critical exponent; nonlinear Schrödinger equation; Manakov equation; Benjamin-Bona-Mahony equation; BBM equation; stochastic; random; dispersion; white noise dispersion; finite difference; pseudospectral; code; matlab; exponential integrator; splitting integrator; convergence in probability; Mathematics; matematik; Numerical Analysis; numerisk analys;

    Abstract : This doctoral thesis provides a comprehensive numerical analysis and exploration of several stochastic partial differential equations (SPDEs). More specifically, this thesis investigates time integrators for SPDEs with white noise dispersion. READ MORE

  4. 2. Exponential integrators for stochastic partial differential equations

    Author : Rikard Anton; David Cohen; Christian Engström; Stig Larsson; Annika Lang; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic partial differential equations; numerical methods; stochastic exponential integrator; strong convergence; trace formulas;

    Abstract : Stochastic partial differential equations (SPDEs) have during the past decades become an important tool for modeling systems which are influenced by randomness. Because of the complex nature of SPDEs, knowledge of efficient numerical methods with good convergence and geometric properties is of considerable importance. READ MORE