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

DOI10.1137/22M152596XzbMATH Open1545.65029MaRDI QIDQ6561298FDOQ6561298

Authors: Charles-Edouard Bréhier 

Publication date: 25 June 2024

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

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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)

Cites Work

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• Title not available (Why is that?)
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• Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density

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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