Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations

DOI10.1090/TRAN/9029MaRDI QIDQ6567122FDOQ6567122

Authors: Máté Gerencsér, Harprit Singh 

Publication date: 4 July 2024

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

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zbMATH Keywords

strong convergencediscretisationsstochastic Allen-Cahn-type equations

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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• Strong approximation of monotone stochastic partial differential equations driven by white noise
• A stochastic sewing lemma and applications
• Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
• Analysis of some splitting schemes for the stochastic Allen-Cahn equation
• Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

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