Blar i Institutt for datateknologi, elektroteknologi og realfag på emneord "additive noise"
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Higher order stable schemes for stochastic convection-reaction-diffusion equations driven by additive Wiener noise
(Peer reviewed; Journal article, 2021)In this paper, we investigate the numerical approximation of stochastic convection–reaction–diffusion equations using two explicit exponential integrators. The stochastic partial differential equation (SPDE) is driven by ...