Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise
DOI10.1090/mcom/3846zbMath1522.65231MaRDI QIDQ6175731
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Publication date: 18 August 2023
Published in: Mathematics of Computation (Search for Journal in Brave)
Smoothness and regularity of solutions to PDEs (35B65) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) White noise theory (60H40) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) PDEs with randomness, stochastic partial differential equations (35R60) Approximation by polynomials (41A10) Rate of convergence, degree of approximation (41A25) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Approximation by other special function classes (41A30) Regularization by noise (60H50)
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