A convergent stochastic scalar auxiliary variable method

DOI10.1093/IMANUM/DRAE065MaRDI QIDQ6915862zbMATH OpenFDO

Authors S. Metzger

Publication date 15 October 2025

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMANUM/DRAE065

zbMATH Keywords

convergencefinite elementsmultiplicative noisescalar auxiliary variablestochastic Allen-Cahn equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

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Cited in

(2)

• Strong error estimates for a fully discrete SAV scheme for the stochastic Allen-Cahn equation with multiplicative noise
• An efficient drift-tamed approximation to the stochastic parabolic integro-differential equation with Allen-Cahn potential

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