On the discretisation in time of the stochastic Allen–Cahn equation
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Publication:4639510
DOI10.1002/mana.201600283zbMath1388.60113arXiv1510.03684OpenAlexW2103925787WikidataQ60580256 ScholiaQ60580256MaRDI QIDQ4639510
Fredrik Lindgren, Mihály Kovács, Stig Larsson
Publication date: 9 May 2018
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.03684
strong convergenceWiener processEuler methodstochastic partial differential equationsplitting methodadditive noiseAllen-Cahn equation
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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