Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise (Q2062275)

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

scientific article; zbMATH DE number 7450811

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English	Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise	scientific article; zbMATH DE number 7450811

Statements

instance of

scholarly article

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title

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

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Stochastic and Partial Differential Equations. Analysis and Computations

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publication date

27 December 2021

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full work available at URL

https://arxiv.org/abs/1811.05392

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zbMATH Keywords

monotone stochastic partial differential equation

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stochastic Allen-Cahn equation

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Galerkin finite element method

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Euler scheme

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Milstein scheme

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MaRDI profile type

MaRDI publication profile

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cites work

From rough path estimates to multilevel Monte Carlo

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Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

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

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

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Approximating Stochastic Evolution Equations with Additive White and Rough Noises

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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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Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations

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Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations

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Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations

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Finite element methods for the stochastic Allen-Cahn equation with gradient-type multiplicative noise

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Rate of convergence of space time approximations for stochastic evolution equations

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Optimal regularity of stochastic evolution equations in M-type 2 Banach spaces

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Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises

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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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Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

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A Milstein scheme for SPDEs

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On the backward Euler approximation of the stochastic Allen-Cahn equation

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On the discretisation in time of the stochastic Allen-Cahn equation

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Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE

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Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

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A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains

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Order of convergence of splitting schemes for both deterministic and stochastic nonlinear Schrödinger equations

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Well-posedness of stochastic partial differential equations with Lyapunov condition

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Stochastic partial differential equations: an introduction

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Wong--Zakai Approximations of Stochastic Allen-Cahn Equation

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Strong approximation of monotone stochastic partial differential equations driven by white 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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On the maximal inequalities of Burkholder, Davis and Gundy

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Lower bounds and nonuniform time discretization for approximation of stochastic heat equations

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\(L^p\)-estimates and regularity for SPDEs with monotone semilinearity

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Semigroups of linear operators and applications to partial differential equations

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Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation 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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Identifiers

zbMATH Open document ID

1476.65243

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Mathematics Subject Classification ID

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10.1007/S40072-020-00179-2

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Sitelinks

Mathematics(1 entry)

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