A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (Q2192616): Difference between revisions

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English	A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations	scientific article

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scholarly article

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title

A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations (English)

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Applied Numerical Mathematics

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publication date

17 August 2020

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full work available at URL

https://arxiv.org/abs/1811.01759

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zbMATH Keywords

stochastic partial differential equations

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invariant measure

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ergodicity

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weak approximation

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exponential Euler scheme

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MaRDI profile type

MaRDI publication profile

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cites work

High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs

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Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

0 references

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

0 references

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

0 references

A fully discrete approximation of the one-dimensional stochastic heat equation

0 references

Q3841898

0 references

Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise

0 references

Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

0 references

Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

0 references

Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

0 references

High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

0 references

Second order PDE's in finite and infinite dimension

0 references

Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme

0 references

Ergodic Approximation to Chemical Reaction System with Delay

0 references

A Trigonometric Method for the Linear Stochastic Wave Equation

0 references

A fully discrete approximation of the one-dimensional stochastic wave equation

0 references

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

0 references

An introduction to infinite-dimensional analysis

0 references

Stochastic Equations in Infinite Dimensions

0 references

Ergodicity for Infinite Dimensional Systems

0 references

Weak approximation of stochastic partial differential equations: the nonlinear case

0 references

Exponential integrators

0 references

Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures

0 references

Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme

0 references

Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

0 references

Efficient simulation of nonlinear parabolic SPDEs with additive noise

0 references

The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

0 references

Strong and weak approximation of semilinear stochastic evolution equations

0 references

An Introduction to Computational Stochastic PDEs

0 references

Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

0 references

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

0 references

Computing ergodic limits for Langevin equations

0 references

A concise course on stochastic partial differential equations

0 references

Dynamics of evolutionary equations

0 references

Second-order discretization schemes of stochastic differential systems for the computation of the invariant law

0 references

Q4786851

0 references

Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise

0 references

An exponential integrator scheme for time discretization of nonlinear stochastic wave equation

0 references

Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

0 references

Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

0 references

Identifiers

DOI

10.1016/j.apnum.2020.05.008

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2192616

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-Si-qing Gan
@@ Property / author: Si-qing Gan / rank @@
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@@ Property / author @@
-Xiao-Jie Wang
@@ Property / author: Xiao-Jie Wang / rank @@
-Normal rank
@@ Property / author @@
+Si-qing Gan
@@ Property / author: Si-qing Gan / rank @@
+Normal rank
@@ Property / author @@
+Xiao-Jie Wang
@@ Property / author: Xiao-Jie Wang / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / Wikidata QID: Q115360384 / rank @@
+Normal rank
@@ Property / cites work @@
+High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs
+Normal rank
@@ Property / cites work @@
+Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
+Normal rank
@@ Property / cites work @@
+Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+A fully discrete approximation of the one-dimensional stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Q3841898
@@ Property / cites work: Q3841898 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
+Normal rank
@@ Property / cites work @@
+Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
+Normal rank
@@ Property / cites work @@
+Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization
+Normal rank
@@ Property / cites work @@
+Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
+Normal rank
@@ Property / cites work @@
+High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise
+Normal rank
@@ Property / cites work @@
+Second order PDE's in finite and infinite dimension
+Normal rank
@@ Property / cites work @@
+Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme
+Normal rank
@@ Property / cites work @@
+Ergodic Approximation to Chemical Reaction System with Delay
+Normal rank
@@ Property / cites work @@
+A Trigonometric Method for the Linear Stochastic Wave Equation
+Normal rank
@@ Property / cites work @@
+A fully discrete approximation of the one-dimensional stochastic wave equation
+Normal rank
@@ Property / cites work @@
+Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
+Normal rank
@@ Property / cites work @@
+An introduction to infinite-dimensional analysis
@@ Property / cites work: An introduction to infinite-dimensional analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Weak approximation of stochastic partial differential equations: the nonlinear case
+Normal rank
@@ Property / cites work @@
+Exponential integrators
@@ Property / cites work: Exponential integrators / rank @@
+Normal rank
@@ Property / cites work @@
+Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures
+Normal rank
@@ Property / cites work @@
+Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme
+Normal rank
@@ Property / cites work @@
+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
+Normal rank
@@ Property / cites work @@
+Efficient simulation of nonlinear parabolic SPDEs with additive noise
+Normal rank
@@ Property / cites work @@
+The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
+Normal rank
@@ Property / cites work @@
+Strong and weak approximation of semilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
+Normal rank
@@ Property / cites work @@
+Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
+Normal rank
@@ Property / cites work @@
+Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
+Normal rank
@@ Property / cites work @@
+Computing ergodic limits for Langevin equations
@@ Property / cites work: Computing ergodic limits for Langevin equations / rank @@
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Dynamics of evolutionary equations
@@ Property / cites work: Dynamics of evolutionary equations / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
+Normal rank
@@ Property / cites work @@
+Q4786851
@@ Property / cites work: Q4786851 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
+Normal rank
@@ Property / cites work @@
+An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
+Normal rank
@@ Property / cites work @@
+Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
+Normal rank