An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise

DOI10.1007/s10444-023-10072-wOpenAlexW4387104736MaRDI QIDQ6083220

Xiao Qi, Chuanju Xu, Yanrong Zhang

Publication date: 31 October 2023

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-023-10072-w

zbMATH Keywords

stabilitymultiplicative noisestochastic Allen-Cahn equationrandom coefficientextended Euler-Maruyama scheme

Mathematics Subject Classification ID

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