{"paper":{"title":"High-order integrator for sampling the invariant distribution of a class of parabolic SPDEs with additive space-time noise","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.NA","authors_text":"Charles-Edouard Br\\'ehier, Gilles Vilmart","submitted_at":"2015-05-19T16:04:07Z","abstract_excerpt":"We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined with a postprocessor, the new method is a modification with negligible overhead of the standard linearized implicit Euler-Maruyama method. We first provide an analysis of the integrator when applied for SDEs (finite dimension), where we prove that the method has order $2$ for the approximation of the invariant distribution, instead of $1$. We then perform a stability analysis of the integrator in the semilinear SPDE con"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1505.05061","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}