A linearly implicit finite element full-discretization scheme for SPDEs with nonglobally Lipschitz coefficients (Q7004101)

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A linearly implicit finite element full-discretization scheme for SPDEs with nonglobally Lipschitz coefficients

scientific article; zbMATH DE number 8020801

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English	A linearly implicit finite element full-discretization scheme for SPDEs with nonglobally Lipschitz coefficients	scientific article; zbMATH DE number 8020801

Statements

instance of

scholarly article

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title

A linearly implicit finite element full-discretization scheme for SPDEs with nonglobally Lipschitz coefficients (English)

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IMA Journal of Numerical Analysis

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publication date

3 April 2025

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zbMATH Keywords

stochastic PDEs

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additive noise

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space-time white noise

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trace-class noise

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finite element method

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tamed scheme

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strong convergence rate

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MaRDI profile type

MaRDI publication profile

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cites work

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

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Space-time discontinuous Galerkin methods for the \(\varepsilon\)-dependent stochastic Allen-Cahn equation with mild noise

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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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Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme

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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 for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

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Second order PDE's in finite and infinite dimension

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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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Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

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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 method for a class of semilinear stochastic partial differential equations with multiplicative noise

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

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

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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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Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz 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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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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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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The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise

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Well-posedness of stochastic partial differential equations with Lyapunov condition

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

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Q4169289

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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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Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients

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Identifiers

zbMATH Open document ID

1561.60067

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DOI

10.1093/IMANUM/DRAE012

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi A linearly implicit finite element full-discretization scheme for SPDEs with nonglobally Lipschitz coefficients