Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
DOI10.4208/nmtma.OA-2020-0143OpenAlexW3199477662MaRDI QIDQ5864764
Publication date: 8 June 2022
Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/nmtma.oa-2020-0143
strong convergencefinite element methodstochastic partial differential equationsvariational solutionmean square error estimatenon-global Lipschitz
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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 (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong and weak approximation of semilinear stochastic evolution equations
- SPDE in Hilbert space with locally monotone coefficients
- Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises
- Rate of convergence of space time approximations for stochastic evolution equations
- Optimal strong rates of convergence for a space-time discretization of the stochastic Allen-Cahn equation with multiplicative noise
- Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations
- On discretization schemes for stochastic evolution equations
- A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
- Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients
- Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation
- Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise
- Analysis of some splitting schemes for the stochastic Allen-Cahn equation
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
- A concise course on stochastic partial differential equations
- On the \(H^1\)-stability of the \(L_2\)-projection onto finite element spaces
- Convergence of the spectral method for stochastic Ginzburg-Landau equation driven by space-time white noise
- 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
- Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
- Finite Element Approximation of the Cahn–Hilliard–Cook Equation
- Stochastic partial differential equations and filtering of diffusion processes
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- 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
- Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise
- Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
- Strong approximation of monotone stochastic partial differential equations driven by white noise
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
- Stochastic Equations in Infinite Dimensions
- Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
- Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient
- Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Galerkin Finite Element Methods for Parabolic Problems
- Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition
This page was built for publication: Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients