Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise (Q2027931)

scientific article

Language	Label	Description	Also known as
English	Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Journal of Scientific Computing

0 references

publication date

28 May 2021

0 references

full work available at URL

https://arxiv.org/abs/1911.09543

0 references

zbMATH Keywords

stochastic Allen-Cahn equation

0 references

one-sided Lipschitz condition

0 references

Malliavin calculus

0 references

strong and weak convergence rates

0 references

spectral Galerkin method

0 references

tamed exponential Euler method

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

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

0 references

Weak error analysis for semilinear stochastic Volterra equations with additive noise

0 references

Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

0 references

The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus

0 references

The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function

0 references

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

0 references

Galerkin Approximations for the Stochastic Burgers Equation

0 references

Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

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

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

0 references

Second order PDE's in finite and infinite dimension

0 references

A duality approach for the weak approximation of stochastic differential equations

0 references

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

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

Weak order for the discretization of the stochastic heat equation

0 references

Weak approximation of stochastic partial differential equations: the nonlinear case

0 references

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

0 references

Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise

0 references

Convergence of tamed Euler schemes for a class of stochastic evolution equations

0 references

Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations

0 references

Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients

0 references

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

0 references

Numerical approximation of stochastic time-fractional diffusion

0 references

Weak approximations. A Malliavin calculus approach

0 references

Variance Reduction Methods for Simulation of Densities on Wiener Space

0 references

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

0 references

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes

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

Strong and weak approximation of semilinear stochastic evolution equations

0 references

Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

0 references

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

0 references

An Introduction to Computational Stochastic PDEs

0 references

The Malliavin Calculus and Related Topics

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

Adaptive weak approximation of stochastic differential equations

0 references

Expansion of the global error for numerical schemes solving stochastic differential equations

0 references

Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

0 references

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

0 references

Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

0 references

Identifiers

zbMATH Open document ID

1477.65165

0 references

DOI

10.1007/s10915-020-01378-8

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2027931