Prefer a chat interface with context about you and your work?
A fully discrete approximation of the one-dimensional stochastic heat equation
Abstract A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative spaceātime white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method is used for the temporal approximation. Observe that the proposed exponential scheme does not suffer from any ā¦