Abstract

In this paper, we focus on structure-preserving issues for the numerical solution of the stochastic Korteweg–de Vries equation, via stochastic ϑ-methods. It is well-known that the aforementioned model exhibits invariant laws along its exact dynamics. Here, our goal is to analyze whether such invariant laws are also reproduced along the numerical dynamics provided by stochastic ϑ-methods. Furthermore, we are also interested in rigorously studying the characterization of such invariant laws along numerical solutions of this model, with respect to the growth of the stochasticity parameter ɛ. At this purpose, the so-called ɛ-expansion of the exact solution to the aforementioned equation will be performed. Numerical results confirming the effectiveness of our analysis are also provided.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.