Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise (Q2316262)

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

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instance of

scholarly article

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title

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

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published in

Journal of Scientific Computing

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publication date

26 July 2019

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full work available at URL

https://arxiv.org/abs/1804.11331

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zbMATH Keywords

stochastic Allen-Cahn Equation

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additive noise

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strong approximation

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finite element method

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backward Euler scheme

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MaRDI publication profile

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cites work

Q4073917

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

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Analysis of some splitting schemes for the stochastic Allen-Cahn equation

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

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Kolmogorov equations for stochastic PDEs.

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Ergodicity for Infinite Dimensional Systems

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Stochastic Equations in Infinite Dimensions

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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 a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation

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

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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 full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations

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Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz 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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Exponential moments for numerical approximations of stochastic partial differential equations

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Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem

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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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Finite Element Approximation of the Cahn–Hilliard–Cook Equation

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

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Strong and weak approximation of semilinear stochastic evolution equations

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Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise

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Wong--Zakai Approximations of Stochastic Allen-Cahn Equation

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An Introduction to Computational Stochastic PDEs

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

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Q4333039

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Galerkin Finite Element Methods for Parabolic Problems

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Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise

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Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise

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Identifiers

zbMATH Open document ID

1418.60103

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DOI

10.1007/s10915-019-00973-8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2316262