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@ARTICLE{Clausnitzer:1014779,
author = {Clausnitzer, Julian and Kleefeld, Andreas},
title = {{A} spectral {G}alerkin exponential {E}uler time-stepping
scheme for parabolic {SPDE}s on two-dimensional domains with
a $\mathcal{{C}}^2$ boundary},
journal = {Discrete and continuous dynamical systems / Series B},
volume = {29},
number = {4},
issn = {1531-3492},
address = {Springfield, Mo.},
publisher = {American Institute of Mathematical Sciences},
reportid = {FZJ-2023-03463},
pages = {1624-1651},
year = {2024},
abstract = {We consider the numerical approximation of second-order
semi-linear parabolic stochastic partial differential
equations interpreted in the mild sense which we solve on
general two-dimensional domains with a boundary with
homogeneous Dirichlet boundary conditions. The equations are
driven by Gaussian additive noise, and several
Lipschitz-like conditions are imposed on the nonlinear
function. We discretize in space with a spectral Galerkin
method and in time using an explicit Euler-like scheme. For
irregular shapes, the necessary Dirichlet eigenvalues and
eigenfunctions are obtained from a boundary integral
equation method. This yields a nonlinear eigenvalue problem,
which is discretized using a boundary element collocation
method and is solved with the Beyn contour integral
algorithm. We present an error analysis as well as numerical
results on an exemplary asymmetric shape, and point out
limitations of the approach.},
cin = {JSC},
ddc = {510},
cid = {I:(DE-Juel1)JSC-20090406},
pnm = {5112 - Cross-Domain Algorithms, Tools, Methods Labs (ATMLs)
and Research Groups (POF4-511)},
pid = {G:(DE-HGF)POF4-5112},
typ = {PUB:(DE-HGF)16},
UT = {WOS:001122959000001},
doi = {10.3934/dcdsb.2023148},
url = {https://juser.fz-juelich.de/record/1014779},
}