{"id":"https://openalex.org/W7130709475","doi":"https://doi.org/10.48550/arxiv.2602.17348","title":"Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise","display_name":"Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise","publication_year":2026,"publication_date":"2026-02-19","ids":{"openalex":"https://openalex.org/W7130709475","doi":"https://doi.org/10.48550/arxiv.2602.17348"},"language":"en","primary_location":{"id":"pmh:oai:HAL:hal-05520387v1","is_oa":true,"landing_page_url":"https://hal.science/hal-05520387","pdf_url":"https://hal.science/hal-05520387/document","source":{"id":"https://openalex.org/S4406922454","display_name":"SPIRE - Sciences Po Institutional REpository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2026","raw_type":"Preprints, Working Papers, ..."},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-05520387/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5123580973","display_name":"Charles-Edouard Br\u00e9hier","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Br\u00e9hier, Charles-Edouard","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5126508919","display_name":"David Cohen","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Cohen, David","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5126455394","display_name":"Llu\u00eds Quer-Sardanyons","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Quer-Sardanyons, Llu\u00eds","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5084268185","display_name":"Johan Ulander","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ulander, Johan","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5123580973"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9329000115394592,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9329000115394592,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11513","display_name":"stochastic dynamics and bifurcation","score":0.008299999870359898,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11416","display_name":"Numerical methods for differential equations","score":0.005200000014156103,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.7014999985694885},{"id":"https://openalex.org/keywords/integrator","display_name":"Integrator","score":0.6180999875068665},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.6068000197410583},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.5586000084877014},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5394999980926514},{"id":"https://openalex.org/keywords/exponent","display_name":"Exponent","score":0.5288000106811523},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4961000084877014},{"id":"https://openalex.org/keywords/gaussian-noise","display_name":"Gaussian noise","score":0.4487999975681305}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7979999780654907},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.7014999985694885},{"id":"https://openalex.org/C79518650","wikidata":"https://www.wikidata.org/wiki/Q2081431","display_name":"Integrator","level":3,"score":0.6180999875068665},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.6068000197410583},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5586000084877014},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5394999980926514},{"id":"https://openalex.org/C2780388253","wikidata":"https://www.wikidata.org/wiki/Q5421508","display_name":"Exponent","level":2,"score":0.5288000106811523},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4961000084877014},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4652000069618225},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4627000093460083},{"id":"https://openalex.org/C4199805","wikidata":"https://www.wikidata.org/wiki/Q2725903","display_name":"Gaussian noise","level":2,"score":0.4487999975681305},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.43309998512268066},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.41119998693466187},{"id":"https://openalex.org/C189987565","wikidata":"https://www.wikidata.org/wiki/Q7333166","display_name":"Riesz potential","level":2,"score":0.3562999963760376},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.35199999809265137},{"id":"https://openalex.org/C180188523","wikidata":"https://www.wikidata.org/wiki/Q574576","display_name":"Exponential decay","level":2,"score":0.30070000886917114},{"id":"https://openalex.org/C169334058","wikidata":"https://www.wikidata.org/wiki/Q353292","display_name":"Additive white Gaussian noise","level":3,"score":0.2831999957561493},{"id":"https://openalex.org/C191544260","wikidata":"https://www.wikidata.org/wiki/Q1238630","display_name":"Lyapunov exponent","level":3,"score":0.2709999978542328},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.27000001072883606},{"id":"https://openalex.org/C75235859","wikidata":"https://www.wikidata.org/wiki/Q582659","display_name":"Exponential growth","level":2,"score":0.2621000111103058},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.2565000057220459},{"id":"https://openalex.org/C150060386","wikidata":"https://www.wikidata.org/wiki/Q7574054","display_name":"Spatial correlation","level":2,"score":0.2542000114917755}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:HAL:hal-05520387v1","is_oa":true,"landing_page_url":"https://hal.science/hal-05520387","pdf_url":"https://hal.science/hal-05520387/document","source":{"id":"https://openalex.org/S4406922454","display_name":"SPIRE - Sciences Po Institutional REpository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2026","raw_type":"Preprints, Working Papers, ..."},{"id":"pmh:doi:10.48550/arxiv.2602.17348","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"doi:10.48550/arxiv.2602.17348","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2602.17348","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-05520387v1","is_oa":true,"landing_page_url":"https://hal.science/hal-05520387","pdf_url":"https://hal.science/hal-05520387/document","source":{"id":"https://openalex.org/S4406922454","display_name":"SPIRE - Sciences Po Institutional REpository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2026","raw_type":"Preprints, Working Papers, ..."},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7130709475.pdf","grobid_xml":"https://content.openalex.org/works/W7130709475.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"We":[0],"present":[1],"and":[2,24,46,68],"study":[3],"an":[4],"explicit":[5],"exponential":[6],"integrator":[7],"for":[8],"parabolic":[9],"SPDEs":[10],"in":[11,22,57,64,72],"any":[12],"dimension":[13],"driven":[14],"by":[15,29],"a":[16,30],"Gaussian":[17],"noise":[18],"which":[19],"is":[20],"white":[21],"time":[23],"with":[25],"spatial":[26,65],"correlation":[27],"given":[28],"Riesz":[31,59],"kernel.":[32,60],"Under":[33],"assumptions":[34],"on":[35,54],"the":[36,39,49,55,58],"coefficients":[37],"of":[38,51],"SPDE,":[40],"we":[41],"prove":[42],"strong":[43],"error":[44],"bounds":[45],"exhibit":[47],"how":[48],"rate":[50],"convergence":[52,77],"depends":[53],"exponent":[56],"Finally,":[61],"numerical":[62],"experiments":[63],"dimensions":[66],"$1$":[67],"$2$":[69],"are":[70],"provided":[71],"order":[73],"to":[74],"confirm":[75],"our":[76],"results.":[78]},"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2026-02-21T00:00:00"}
