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

DOI10.4310/CMS.2018.v16.n6.a2zbMath1406.60102arXiv1604.02053WikidataQ115481152 ScholiaQ115481152MaRDI QIDQ1719596

Martin Hutzenthaler, Diyora Salimova, Arnulf Jentzen

Publication date: 11 February 2019

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.02053

zbMATH Keywords

stochastic differential equation strong convergence numerical approximation accelerated exponential Euler approximations coercivity-type condition stochastic Kuramoto-Sivashinsky equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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