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arXiv 2402.18982math.NAcs.NAmath.PR
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带随机扰动的线性 Vlasov 方程的分裂积分器

Splitting integrators for linear Vlasov equations with stochastic perturbations

Charles-Edouard Bréhier, David Cohen

AI总结:

针对含加性、乘性 Itô/Stratonovich 及输运噪声的线性 Vlasov 方程,提出保持范数与正定性等性质的分裂时间积分器,并通过数值实验验证其均方收敛性。

摘要:

我们考虑一类由 Wiener 噪声驱动的线性 Vlasov 偏微分方程。文中处理了不同类型的随机扰动:加性噪声、乘性 Itô 与 Stratonovich 噪声,以及输运噪声。我们建议采用分裂积分器对这些随机偏微分方程进行时间离散。这些积分器的设计旨在保持精确解依赖于随机扰动的定性性质,例如范数保持或解的正定性。我们提供数值实验,以说明所提出积分器的性质,并研究均方收敛速率。

英文摘要:

We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative Itô 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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