An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547)

scientific article

Language	Label	Description	Also known as
English	An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

DOI

10.1016/j.spa.2020.05.011

0 references

published in

Stochastic Processes and their Applications

0 references

publication date

3 September 2020

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

stochastic Allen-Cahn equation

0 references

cubic nonlinearity

0 references

spectral Galerkin method

0 references

tamed exponential integrator scheme

0 references

strong convergence rate

0 references

author

Xiao-Jie Wang

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.spa.2020.05.011

0 references

OpenAlex ID

W3033061658

0 references

cites work

A fully discrete approximation of the one-dimensional stochastic heat equation

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

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

Approximating Stochastic Evolution Equations with Additive White and Rough Noises

0 references

Second order PDE's in finite and infinite dimension

0 references

Kolmogorov equations for stochastic PDEs.

0 references

Stochastic Equations in Infinite Dimensions

0 references

Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations

0 references

Weak approximation of stochastic partial differential equations: the nonlinear case

0 references

Weak order for the discretization of the stochastic heat equation

0 references

Large fluctuations for a nonlinear heat equation with noise

0 references

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

0 references

Q3993151

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I

0 references

Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II

0 references

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

0 references

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

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

0 references

Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

0 references

Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise

0 references

Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

0 references

Q3101969

0 references

Efficient simulation of nonlinear parabolic SPDEs with additive noise

0 references

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

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

Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white 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

A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise

0 references

Semigroups of linear operators and applications to partial differential equations

0 references

On the discretization in time of parabolic stochastic partial differential equations

0 references

An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise

0 references

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

0 references

Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition

0 references

Galerkin Finite Element Methods for Parabolic Problems

0 references

A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

0 references

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise

0 references

A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2196547