SPLITTING SCHEMES FOR FITZHUGH-NAGUMO STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

被引:3
作者
Brehier, Charles-Edouard [1 ]
Cohen, David [2 ,3 ]
Giordano, Giuseppe [4 ]
机构
[1] Univ Pau & Pays Adour, CNRS, LMAP, E2S UPPA, Pau, France
[2] Chalmers Univ Technol, Dept Math Sci, SE-41296 Gothenburg, Sweden
[3] Univ Gothenburg, SE-41296 Gothenburg, Sweden
[4] Univ Salerno, Dept Math, I-84084 Fisciano, Italy
来源
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2024年 / 29卷 / 01期
关键词
FitzHugh-Nagumo equation; stochastic partial differential equations; splitting schemes; strong error estimates; SCHRODINGER-EQUATION; APPROXIMATION; NOISE; CONVERGENCE; INTEGRATORS; SIMULATION; DYNAMICS; RATES; MODEL; TIME;
D O I
10.3934/dcdsb.2023094
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
. 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.
引用
收藏
页码:214 / 244
页数:31
相关论文
共 45 条