Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise (Q6175731)

scientific article; zbMATH DE number 7729925

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English	Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise	scientific article; zbMATH DE number 7729925

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instance of

scholarly article

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title

Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise (English)

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published in

Mathematics of Computation

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publication date

18 August 2023

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zbMATH Keywords

stochastic PDE

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spectral method

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optimal

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convergence rate

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MaRDI profile type

MaRDI publication profile

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cites work

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Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

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Finite element and difference approximation of some linear stochastic partial differential equations

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

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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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Weak approximation of stochastic partial differential equations: the nonlinear case

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Weakly Singular Discrete Gronwall Inequalities

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

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

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

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Efficient simulation of nonlinear parabolic SPDEs with additive noise

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A Milstein scheme for SPDEs

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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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Finite-element approximation of the linearized Cahn-Hilliard-Cook equation

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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 Cahn-Hilliard equation

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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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Q4360234

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

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

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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Identifiers

zbMATH Open document ID

1522.65231

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DOI

10.1090/mcom/3846

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6175731