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

DOI10.1016/j.spa.2018.02.008zbMath1403.60052arXiv1601.05756OpenAlexW2963181689MaRDI QIDQ1756954

Sebastian Becker, Arnulf Jentzen

Publication date: 28 December 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.05756

zbMATH Keywords

strong convergenceGinzburg-Landau equationsadditive noise-driven stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• Matlab

Cites Work

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