Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (Q6163565)

scientific article; zbMATH DE number 7702264

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English	Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations	scientific article; zbMATH DE number 7702264

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instance of

scholarly article

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title

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations (English)

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zbMATH Open document ID

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10.1007/s40072-021-00226-6

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Stochastic and Partial Differential Equations. Analysis and Computations

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publication date

26 June 2023

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full work available at URL

https://arxiv.org/abs/1711.02423

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Mathematics Subject Classification ID

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stochastic partial differential equation

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SPDE

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stochastic Allen-Cahn equation

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numerical method

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numerical approximation

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strong convergence

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MaRDI profile type

MaRDI publication profile

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Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values

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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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Modulation equation and SPDEs on unbounded domains

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Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation

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

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

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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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Stochastic Equations in Infinite Dimensions

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Stochastic Equations in Infinite Dimensions

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Singular limit for stochastic reaction-diffusion equation and generation of random interfaces

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

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On discretization schemes for stochastic evolution equations

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

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Numerical approximations of 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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Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

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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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Taylor expansions of solutions of stochastic partial differential equations

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

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Exponential moments for numerical approximations of stochastic partial differential equations

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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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Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations

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On the discretisation in time of the 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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Stochastic evolution equations in

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

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Q3504253

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OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

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

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A note on tamed Euler approximations

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

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Dynamics of evolutionary equations

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

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

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

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Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation

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Mathematics(1 entry)

mardi Publication:6163565