High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise
ContributorsBréhier, Charles-Edouard; Vilmart, Gilles
Published inSIAM journal on scientific computing, vol. 38, no. 4, p. A2283-A2306
Publication date2016
Abstract
Affiliation entities
Research groups
Citation (ISO format)
BRÉHIER, Charles-Edouard, VILMART, Gilles. High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise. In: SIAM journal on scientific computing, 2016, vol. 38, n° 4, p. A2283–A2306. doi: 10.1137/15M1021088
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:86147
- DOI : 10.1137/15M1021088
Journal ISSN1064-8275