2014/11/06 by Muriel Boulakia, Muriel, Boulakia, Genadot Alexandre +3
Economics, Econometrics and Finance · #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1411.1564
In this paper, we address the question of the discretization of Stochastic Partial Differential Equations (SPDE's) for excitable media. Working with SPDE's driven by colored noise, we consider a numerical scheme based on finite differences in time (Euler-Maruyama) and finite elements in space. Motivated by biological considerations, we study numerically the emergence of reentrant patterns in excitable systems such as the Barkley or Mitchell-Schaeffer models.