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

DOI10.1090/TRAN/9029MaRDI QIDQ6567122zbMATH OpenFDO

Authors Máté Gerencsér, Harprit Singh

Publication date 4 July 2024

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

Full work available at URL https://doi.org/10.1090/TRAN/9029

zbMATH Keywords

discretisationsstochastic Allen-Cahn-type equationsstrong convergence

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

• A stochastic sewing lemma and applications
• A theory of regularity structures
• 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
• Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
• Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus
• Discretisations of rough stochastic PDEs
• Finite difference schemes for stochastic partial differential equations in Sobolev spaces
• scientific article; zbMATH DE number 5066253 (Why is no real title available?)
• Large fluctuations for a nonlinear heat equation with noise
• Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
• Optimal pointwise approximation of SDEs based on Brownian motion at discrete points
• Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
• Optimal rate of convergence for stochastic Burgers-type equations
• Paracontrolled distributions and singular PDEs
• Strong approximation of monotone stochastic partial differential equations driven by white noise
• Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
• Strong solutions to the stochastic quantization equations.

Cited in

(1)

• Once again on evolution equations with monotone operators in Hilbert spaces and applications

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