Energy-preserving integrators for stochastic Poisson systems
David Cohen (UmeĀ°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