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Numerical approximation of probabilistically strong solutions to the stochastic harmonic map heat flow

Lasarzik, Robert et al.
arXiv (All) · Papers
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60h1565m1265m60numerical-analysis
We study the stochastic harmonic map heat flow into the sphere driven by a Stratonovich noise term that formally preserves the spherical constraint by construction. Starting from a fully discrete, implementable numerical scheme, we prove its convergence to the novel solution concept of probabilistic
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