An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220): Difference between revisions

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scientific article; zbMATH DE number 7757636

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English	An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise	scientific article; zbMATH DE number 7757636

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instance of

scholarly article

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title

An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (English)

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Advances in Computational Mathematics

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publication date

31 October 2023

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zbMATH Keywords

stochastic Allen-Cahn equation

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random coefficient

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multiplicative noise

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extended Euler-Maruyama scheme

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stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10444-023-10072-w

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cites work

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

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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

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Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

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Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations

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Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations

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Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation

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Analysis of some splitting schemes for the stochastic Allen-Cahn equation

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Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

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Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

0 references

Fast simulation of truncated Gaussian distributions

0 references

Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

0 references

Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations

0 references

Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations

0 references

A mild Itô formula for SPDEs

0 references

Stochastic Equations in Infinite Dimensions

0 references

Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix

0 references

Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise

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Classes of linear operators. Vol. I

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Approximation for semilinear stochastic evolution equations

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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

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On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities

0 references

Q4839745

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Quasi–Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients

0 references

Q4004325

0 references

On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation

0 references

On the discretisation in time of the stochastic Allen–Cahn equation

0 references

Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

0 references

Strong and weak approximation of semilinear stochastic evolution equations

0 references

An unconditionally energy stable second order finite element method for solving the Allen-Cahn equation

0 references

An unconditionally stable hybrid numerical method for solving the Allen-Cahn equation

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Strong approximation of monotone stochastic partial differential equations driven by white noise

0 references

Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise

0 references

An Introduction to Computational Stochastic PDEs

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Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise

0 references

Stochastic Numerics for Mathematical Physics

0 references

Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise

0 references

Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition

0 references

The scalar auxiliary variable (SAV) approach for gradient flows

0 references

Numerical approximations of Allen-Cahn and Cahn-Hilliard equations

0 references

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

0 references

Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise

0 references

An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation

0 references

Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

0 references

Numerical methods for stochastic partial differential equations with white noise

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10444-023-10072-W

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Sitelinks

Mathematics(1 entry)

mardi Publication:6083220

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-.1007/s10444-023-10072-w
@@ Property / DOI: 10.1007/s10444-023-10072-w / rank @@
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@@ Property / OpenAlex ID: W4387104736 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations
+Normal rank
@@ Property / cites work @@
+Continuous-time Random Walks for the                     Numerical Solution of Stochastic Differential                     Equations
+Normal rank
@@ Property / cites work @@
+Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation
+Normal rank
@@ Property / cites work @@
+Analysis of some splitting schemes for the stochastic Allen-Cahn equation
+Normal rank
@@ Property / cites work @@
+Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
+Normal rank
@@ Property / cites work @@
+Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise
+Normal rank
@@ Property / cites work @@
+Fast simulation of truncated Gaussian distributions
+Normal rank
@@ Property / cites work @@
+Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient
+Normal rank
@@ Property / cites work @@
+Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations
+Normal rank
@@ Property / cites work @@
+Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations
+Normal rank
@@ Property / cites work @@
+A mild Itô formula for SPDEs
@@ Property / cites work: A mild Itô formula for SPDEs / 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 @@
+Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+Classes of linear operators. Vol. I
@@ Property / cites work: Classes of linear operators. Vol. I / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation for semilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
+Normal rank
@@ Property / cites work @@
+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
+Normal rank
@@ Property / cites work @@
+Q4839745
@@ Property / cites work: Q4839745 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi–Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
+Normal rank
@@ Property / cites work @@
+On the discretisation in time of the stochastic Allen–Cahn equation
+Normal rank
@@ Property / cites work @@
+Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Strong and weak approximation of semilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+An unconditionally energy stable second order finite element method for solving the Allen-Cahn equation
+Normal rank
@@ Property / cites work @@
+An unconditionally stable hybrid numerical method for solving the Allen-Cahn equation
+Normal rank
@@ Property / cites work @@
+Strong approximation of monotone stochastic partial differential equations driven by white noise
+Normal rank
@@ Property / cites work @@
+Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
+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 @@
+Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Stochastic Numerics for Mathematical Physics
@@ Property / cites work: Stochastic Numerics for Mathematical Physics / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise
+Normal rank
@@ Property / cites work @@
+Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition
+Normal rank
@@ Property / cites work @@
+The scalar auxiliary variable (SAV) approach for gradient flows
+Normal rank
@@ Property / cites work @@
+Numerical approximations of Allen-Cahn and Cahn-Hilliard equations
+Normal rank
@@ Property / cites work @@
+Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
+Normal rank
@@ Property / cites work @@
+Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
+Normal rank
@@ Property / cites work @@
+An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic partial differential equations with white noise
+Normal rank
@@ Property / DOI @@
+.1007/S10444-023-10072-W
@@ Property / DOI: 10.1007/S10444-023-10072-W / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6083220