Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise

DOI10.4208/JCM.2003-M2019-0250OpenAlexW3164657924WikidataQ115210968 ScholiaQ115210968MaRDI QIDQ5079521

Xiaobing Feng, Yi Zhang, Yukun Li

Publication date: 27 May 2022

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05028

zbMATH Keywords

strong convergencestochastic partial differential equationsone-sided Lipschitz

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (3)

Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise ⋮ Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise ⋮ The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
• On angle conditions in the finite element method
• Finite element approximations of the stochastic mean curvature flow of planar curves of graphs
• Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows
• Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise
• Strong solutions for stochastic partial differential equations of gradient type
• On discretization schemes for stochastic evolution equations
• On the stability and accuracy of partially and fully implicit schemes for phase field modeling
• Analysis of some splitting schemes for the stochastic Allen-Cahn equation
• On the \(H^1\)-stability of the \(L_2\)-projection onto finite element spaces
• Convergence of tamed Euler schemes for a class of stochastic evolution equations
• On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
• Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
• Stratonovich and Ito Stochastic Taylor Expansions
• Analysis of symmetric interior penalty discontinuous Galerkin methods for the Allen–Cahn equation and the mean curvature flow
• A stability property of implicit Runge-Kutta methods
• Stability Criteria for Implicit Runge–Kutta Methods
• A monotone finite element scheme for convection-diffusion equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
• The Mathematical Theory of Finite Element Methods
• Stochastic integral
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise