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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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

Publication

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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

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Fast simulation of truncated Gaussian distributions

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

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

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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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Q4839745

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

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Q4004325

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

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Strong and weak approximation of semilinear stochastic evolution equations

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

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

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

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Stochastic Numerics for Mathematical Physics

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

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

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Numerical approximations of Allen-Cahn and Cahn-Hilliard equations

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

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

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

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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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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