. We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh-Nagumo system. This system is a model for signal propagation in nerve cells where the voltage variable is the solution of a one-dimensional parabolic PDE with a cubic nonlinearity driven by additive space-time white noise. We first show that the numerical solutions have finite moments. We then prove that the splitting schemes have, at least, the strong rate of convergence 1/4. Finally, numerical experiments illustrating the performance of the splitting schemes are provided.
机构:
Umea Univ, Dept Math & Math Stat, SE-90187 Umea, SwedenUmea Univ, Dept Math & Math Stat, SE-90187 Umea, Sweden
Berg, Andre
Cohen, David
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机构:
Chalmers Univ Technol, Math Sci, SE-41296 Gothenburg, Sweden
Univ Gothenburg, SE-41296 Gothenburg, SwedenUmea Univ, Dept Math & Math Stat, SE-90187 Umea, Sweden
Cohen, David
Dujardin, Guillaume
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机构:
Univ Lille, Inria, CNRS, UMR 8524,Lab Paul Painleve, F-59000 Villeneuve Dascq, FranceUmea Univ, Dept Math & Math Stat, SE-90187 Umea, Sweden
机构:
Univ Paris 09, UMR 7534, Ctr Rech Math Decis, F-75775 Paris, FranceUniv Paris 06, Sorbonne Univ, Lab Jacques Louis Lions, UMR 7598, F-75005 Paris, France
Genadot, Alexandre
Thieullen, Michele
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机构:
Univ Paris 06, Sorbonne Univ, Lab Probabilites & Modeles Aleatoires, UMR 7599, F-75005 Paris, FranceUniv Paris 06, Sorbonne Univ, Lab Jacques Louis Lions, UMR 7598, F-75005 Paris, France
机构:
Chalmers Univ Technol, Dept Math Sci, SE-41296 Gothenburg, Sweden
Univ Gothenburg, SE-41296 Gothenburg, SwedenUniv Claude Bernard Lyon 1, Univ Lyon, CNRS UMR 5208, Inst Camille Jordan, 43 Blvd 11 Novembre 1918, F-69622 Villeurbanne, France
机构:
Umea Univ, Dept Math & Math Stat, SE-90187 Umea, SwedenUmea Univ, Dept Math & Math Stat, SE-90187 Umea, Sweden
Berg, Andre
Cohen, David
论文数: 0引用数: 0
h-index: 0
机构:
Chalmers Univ Technol, Math Sci, SE-41296 Gothenburg, Sweden
Univ Gothenburg, SE-41296 Gothenburg, SwedenUmea Univ, Dept Math & Math Stat, SE-90187 Umea, Sweden
Cohen, David
Dujardin, Guillaume
论文数: 0引用数: 0
h-index: 0
机构:
Univ Lille, Inria, CNRS, UMR 8524,Lab Paul Painleve, F-59000 Villeneuve Dascq, FranceUmea Univ, Dept Math & Math Stat, SE-90187 Umea, Sweden
机构:
Univ Paris 09, UMR 7534, Ctr Rech Math Decis, F-75775 Paris, FranceUniv Paris 06, Sorbonne Univ, Lab Jacques Louis Lions, UMR 7598, F-75005 Paris, France
Genadot, Alexandre
Thieullen, Michele
论文数: 0引用数: 0
h-index: 0
机构:
Univ Paris 06, Sorbonne Univ, Lab Probabilites & Modeles Aleatoires, UMR 7599, F-75005 Paris, FranceUniv Paris 06, Sorbonne Univ, Lab Jacques Louis Lions, UMR 7598, F-75005 Paris, France
机构:
Chalmers Univ Technol, Dept Math Sci, SE-41296 Gothenburg, Sweden
Univ Gothenburg, SE-41296 Gothenburg, SwedenUniv Claude Bernard Lyon 1, Univ Lyon, CNRS UMR 5208, Inst Camille Jordan, 43 Blvd 11 Novembre 1918, F-69622 Villeurbanne, France