论文标题

Fitzhugh的分裂方案 - Nagumo随机部分微分方程

Splitting schemes for FitzHugh--Nagumo stochastic partial differential equations

论文作者

Bréhier, Charles-Edouard, Cohen, David, Giordano, Giuseppe

论文摘要

我们设计和研究拆分集成剂,用于随机Fitzhugh-Nagumo系统的时间离散化。该系统是在神经细胞中信号传播的模型,其中电压变量是溶液的一维抛物线PDE解决方案,该抛物线PDE具有由加性时空白噪声驱动的立方非线性。我们首先表明数值解决方案有有限的时刻。然后,我们证明了分裂方案至少具有强大的收敛速度$ 1/4 $。最后,提供了说明分裂方案性能的数值实验。

We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells where the voltage variable is solution of a one-dimensional parabolic PDE with a cubic nonlinearity driven by additive space-time white noise. We first show that the numerical solutions have finite moments. We then prove that the splitting schemes have, at least, the strong rate of convergence $1/4$. Finally, numerical experiments illustrating the performance of the splitting schemes are provided.

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