Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation

From MaRDI portal
Publication:5243265

DOI10.1093/imanum/dry052zbMath1496.65095arXiv1802.06372OpenAlexW2945227460MaRDI QIDQ5243265

Charles-Edouard Bréhier, Jianbo Cui, Jialin Hong

Publication date: 18 November 2019

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06372




Related Items

Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic EquationMaximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemesDensity function of numerical solution of splitting AVF scheme for stochastic Langevin equationSplitting schemes for FitzHugh-Nagumo stochastic partial differential equationsA strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equationsAn efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noiseAnalysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equationsWeak convergence rates of splitting schemes for the stochastic Allen-Cahn equationThird-order accurate, large time-stepping and maximum-principle-preserving schemes for the Allen-Cahn equationExtended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative NoiseStrong convergence rates for the approximation of a stochastic time-fractional Allen-Cahn equationAn efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equationOn the convergence rate of the splitting-up scheme for rough partial differential equationsStrong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equationsStability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noiseError Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equationAbsolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusionLower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equationsStrongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficientsStrong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive NoiseWeak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficientsWeak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noiseStrong approximation of monotone stochastic partial differential equations driven by multiplicative noiseExponential integrators for stochastic Maxwell's equations driven by Itô noiseThe BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise\(L^p\)-convergence rate of backward Euler schemes for monotone SDEsStrong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients