A mass-lumped FEM with Lie-Trotter splitting preserves nonnegativity and converges for the stochastic heat equation with finite-rank colored noise.
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A Fully Discrete Nonnegativity-Preserving FEM for a Stochastic Heat Equation
A mass-lumped FEM with Lie-Trotter splitting preserves nonnegativity and converges for the stochastic heat equation with finite-rank colored noise.