Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764): Difference between revisions

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scientific article; zbMATH DE number 7538538

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English	Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients	scientific article; zbMATH DE number 7538538

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instance of

scholarly article

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title

Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (English)

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Numerical Mathematics: Theory, Methods and Applications

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publication date

8 June 2022

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zbMATH Keywords

stochastic partial differential equations

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strong convergence

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non-global Lipschitz

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finite element method

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variational solution

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mean square error estimate

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MaRDI profile type

Publication

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cites work

On the \(H^1\)-stability of the \(L_2\)-projection onto finite element spaces

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

0 references

Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation

0 references

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

0 references

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

0 references

Q2873807

0 references

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

0 references

Stochastic Equations in Infinite Dimensions

0 references

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

0 references

A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise

0 references

Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation

0 references

Time-discretised Galerkin approximations of parabolic stochastic PDE's

0 references

On discretization schemes for stochastic evolution equations

0 references

Q5423780

0 references

Rate of convergence of space time approximations for stochastic evolution equations

0 references

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

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

Finite Element Approximation of the Cahn–Hilliard–Cook Equation

0 references

Strong and weak approximation of semilinear stochastic evolution equations

0 references

Q4147363

0 references

Finite-element approximation of the linearized Cahn-Hilliard-Cook equation

0 references

Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise

0 references

SPDE in Hilbert space with locally monotone coefficients

0 references

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

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

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

0 references

Stochastic partial differential equations and filtering of diffusion processes

0 references

A concise course on stochastic partial differential equations

0 references

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

0 references

Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation

0 references

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

0 references

Galerkin Finite Element Methods for Parabolic Problems

0 references

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

0 references

Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise

0 references

Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

0 references

Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises

0 references

Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients

0 references

Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises

0 references

full work available at URL

https://doi.org/10.4208/nmtma.oa-2020-0143

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Identifiers

Mathematics Subject Classification ID

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10.4208/NMTMA.OA-2020-0143

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Sitelinks

Mathematics(1 entry)

mardi Publication:5864764

@@ Property / DOI @@
-.4208/nmtma.OA-2020-0143
@@ Property / DOI: 10.4208/nmtma.OA-2020-0143 / rank @@
-Normal rank
@@ Property / cites work @@
+On the \(H^1\)-stability of the \(L_2\)-projection onto finite element spaces
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations
+Normal rank
@@ Property / cites work @@
+Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation
+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 @@
+Q2873807
@@ Property / cites work: Q2873807 / rank @@
+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 @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise
+Normal rank
@@ Property / cites work @@
+Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard  Equation
+Normal rank
@@ Property / cites work @@
+Time-discretised Galerkin approximations of parabolic stochastic PDE's
+Normal rank
@@ Property / cites work @@
+On discretization schemes for stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Q5423780
@@ Property / cites work: Q5423780 / rank @@
+Normal rank
@@ Property / cites work @@
+Rate of convergence of space time approximations for stochastic evolution equations
+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 @@
+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 @@
+Finite Element Approximation of the Cahn–Hilliard–Cook Equation
+Normal rank
@@ Property / cites work @@
+Strong and weak approximation of semilinear stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+Q4147363
@@ Property / cites work: Q4147363 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
+Normal rank
@@ Property / cites work @@
+Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
+Normal rank
@@ Property / cites work @@
+SPDE in Hilbert space with locally monotone coefficients
+Normal rank
@@ Property / cites work @@
+Strong approximation of monotone stochastic partial differential equations driven by white 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 @@
+Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
+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 partial differential equations and filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+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 @@
+Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
+Normal rank
@@ Property / cites work @@
+Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Methods for Parabolic Problems
+Normal rank
@@ Property / cites work @@
+An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
+Normal rank
@@ Property / cites work @@
+Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
+Normal rank
@@ Property / cites work @@
+Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.4208/nmtma.oa-2020-0143
+Normal rank
@@ Property / OpenAlex ID @@
+W3199477662
@@ Property / OpenAlex ID: W3199477662 / rank @@
+Normal rank
@@ Property / DOI @@
+.4208/NMTMA.OA-2020-0143
@@ Property / DOI: 10.4208/NMTMA.OA-2020-0143 / rank @@
+Normal rank