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)

Full work available at URL https://doi.org/10.1137/22M152596X

zbMATH Keywords

accelerated exponential Euler schemeKolmogorov equationsstochastic partial differential equationstotal variation distance

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

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• 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

(4)

• Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
• Densities of stochastic functional differential equation and its discretizations
• Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
• Title not available (Why is no real title available?)

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