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

DOI10.1007/s10915-019-00973-8zbMath1418.60103arXiv1804.11331OpenAlexW3105764237WikidataQ127832919 ScholiaQ127832919MaRDI QIDQ2316262

Xiao-Jie Wang, Rui-sheng Qi

Publication date: 26 July 2019

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.11331

zbMATH Keywords

finite element methodstrong approximationadditive noisebackward Euler schemestochastic Allen-Cahn Equation

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)

Related Items (17)

Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations ⋮ An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise ⋮ Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise ⋮ Strong convergence rates for the approximation of a stochastic time-fractional Allen-Cahn equation ⋮ An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation ⋮ Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise ⋮ Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation ⋮ A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise ⋮ Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations ⋮ Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients ⋮ Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients ⋮ Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise ⋮ Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise ⋮ Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient ⋮ \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs ⋮ Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Strong and weak approximation of semilinear stochastic evolution equations
• Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise
• Kolmogorov equations for stochastic PDEs.
• Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
• Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise
• Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
• Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations
• Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
• Exponential moments for numerical approximations of stochastic partial differential equations
• Analysis of some splitting schemes for the stochastic Allen-Cahn equation
• Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem
• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
• Convergence of tamed Euler schemes for a class of stochastic evolution equations
• An Introduction to Computational Stochastic PDEs
• On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
• Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
• Finite Element Approximation of the Cahn–Hilliard–Cook Equation
• Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation
• On the discretisation in time of the stochastic Allen–Cahn equation
• Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
• Ergodicity for Infinite Dimensional Systems
• Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
• Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
• Stochastic Equations in Infinite Dimensions
• Wong--Zakai Approximations of Stochastic Allen-Cahn Equation
• Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise
• Galerkin Finite Element Methods for Parabolic Problems
• Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

This page was built for publication: Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise