Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs

DOI10.1137/22M152596XMaRDI QIDQ6561298zbMATH OpenFDO

Authors Charles-Edouard Bréhier

Publication date 25 June 2024

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsKolmogorov equationstotal variation distanceaccelerated exponential Euler scheme

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
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• Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise
• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
• Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
• Weak order for the discretization of the stochastic heat equation

Cited in

(1)

• Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs

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