Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

DOI10.1093/IMANUM/DRAB090MaRDI QIDQ5879401zbMATH OpenOpenAlexFDO

Authors Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart

Publication date 1 March 2023

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

Full work available at URL https://arxiv.org/abs/2102.03209

zbMATH Keywords

explicit stabilized methodsfinite element methodssecond kind Chebyshev polynomialsstochastic partial differential equations

Mathematics Subject Classification ID

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

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Cited in

(5)

• Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations
• Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations
• Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs
• Analysis of a modified regularity-preserving Euler scheme for parabolic semilinear SPDEs: total variation error bounds for the numerical approximation of the invariant distribution

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