Energy-preserving integrators for stochastic Poisson systems
David Cohen (Ume°a universitet, Sweden)
Abstract.
We present a fully discrete approximation of the linear
stochastic wave equation driven by additive noise.
A standard finite element method
is used for the spatial discretisation
and a stochastic trigonometric scheme for the
temporal approximation.
This is a joint work with Stig Larsson and Magdalena Sigg