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
No author found.
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)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong and weak approximation of semilinear stochastic evolution equations
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- Stochastic partial differential equations: an introduction
- Efficient simulation of nonlinear parabolic SPDEs with additive noise
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
- Existence and regularity of solution for a stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
- Semigroups of linear operators and applications to partial differential equations
- Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
- 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
- Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
- Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
- Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise
- A Milstein scheme for SPDEs
- Convergence of tamed Euler schemes for a class of stochastic evolution equations
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- 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
- Spectral Methods
- Weak approximation of stochastic partial differential equations: the nonlinear case
- Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
- Weakly Singular Discrete Gronwall Inequalities
- Efficient Spectral-Galerkin Method I. Direct Solvers of Second- and Fourth-Order Equations Using Legendre Polynomials
- Finite element and difference approximation of some linear stochastic partial differential equations
- On the discretisation in time of the stochastic Allen–Cahn equation
- Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise
- Stochastic Cahn-Hilliard equation
- Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
- Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient
- A mild Itô formula for SPDEs
- Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation
- A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Stochastic Equations in Infinite Dimensions
- Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
This page was built for publication: Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise