\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550)

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English	\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs	scientific article

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title

\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (English)

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22 November 2022

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full work available at URL

https://arxiv.org/abs/2101.10022

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zbMATH Keywords

monotone SODEs

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stochastic Allen-Cahn equation

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monotone SPDEs

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backward Euler scheme

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\(L^p(\Omega)\)-convergence rate

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MaRDI profile type

MaRDI publication profile

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cites work

Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

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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 of semidiscrete splitting approximations for the stochastic Allen–Cahn equation

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An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients

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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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Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift

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

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

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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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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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

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Adaptive time-stepping strategies for nonlinear stochastic systems

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Q4004325

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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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Strong and weak approximation of semilinear stochastic evolution equations

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An adaptive Euler-Maruyama scheme for SDEs: convergence and stability

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Stochastic partial differential equations: an introduction

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

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Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation

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Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

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Q4333039

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

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Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10543-022-00923-1

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Mathematics(1 entry)

mardi Publication:2100550