Speaker
Verena Schwarz
Description
In this talk, we approximate the stochastic heat equation on the sphere driven by additive Lévy random field by a spectral method in space and forward and backward Euler-Maruyama schemes in time. Our spectral approximation is based on a truncation of the series expansion with respect to the real-valued spherical harmonics. We provide strong convergence rates, convergence of the expectation and second moment in dependence of the regularity of the initial condition and the driving noise. Furthermore, we present numerical simulations to confirm our theoretical results.
Affiliation
University of Klagenfurt