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SPLITTING INTEGRATO...
SPLITTING INTEGRATORS FOR LINEAR VLASOV EQUATIONS WITH STOCHASTIC PERTURBATIONS
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Brehier, Charles-Edouard (författare)
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- Cohen, David (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers tekniska högskola,Chalmers University of Technology
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(creator_code:org_t)
- 2024
- 2024
- Engelska.
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Ingår i: JOURNAL OF COMPUTATIONAL DYNAMICS. - 2158-2491 .- 2158-2505.
- Relaterad länk:
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https://gup.ub.gu.se...
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https://doi.org/10.3...
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Abstract
Ämnesord
Stäng
- . We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative Ito and Stratonovich noise, and transport noise. We propose to employ splitting integrators for the temporal discretization of these stochastic partial differential equations. These integrators are designed in order to preserve qualitative properties of the exact solutions depending on the stochastic perturbation, such as preservation of norms or positivity of the solutions. We provide numerical experiments in order to illustrate the properties of the proposed integrators and investigate mean-square rates of convergence.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
- NATURVETENSKAP -- Matematik -- Matematisk analys (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Mathematical Analysis (hsv//eng)
Nyckelord
- Stochastic partial differential equations
- stochastic Vlasov equation
- splitting scheme
- trace formula
- preservation properties
- positivity-preserving scheme
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