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

DOI10.5802/SMAI-JCM.110zbMATH Open1541.60049MaRDI QIDQ6574919FDOQ6574919

Authors: Charles-Edouard Bréhier 

Publication date: 19 July 2024

Published in: The SMAI journal of computational mathematics (Search for Journal in Brave)

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• On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes
• Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
• Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
• Analysis of an HMM time-discretization scheme for a system of stochastic PDEs
• Strong and weak orders in averaging for SPDEs

zbMATH Keywords

stochastic partial differential equationsasymptotic preserving schemesEuler schemesinfinite-dimensional Kolmogorov 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

• Averaging principle for a class of stochastic reaction-diffusion equations
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• Multiple time scale dynamics
• Stochastic Equations in Infinite Dimensions
• Multiscale Methods
• Averaging principle for systems of reaction-diffusion equations with polynomial nonlinearities perturbed by multiplicative noise
• Noise-Induced Phenomena in Slow-Fast Dynamical Systems
• Second order PDE's in finite and infinite dimension
• The heterogeneous multiscale method
• Strong and weak orders in averaging for SPDEs
• Analysis of multiscale methods for stochastic differential equations
• Weak approximation of stochastic partial differential equations: the nonlinear case
• Numerical methods for stochastic partial differential equations with multiple scales
• Malliavin calculus and its applications
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
• Analysis of an HMM time-discretization scheme for a system of stochastic PDEs
• Asymptotic-preserving schemes for multiscale physical problems
• On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes
• Analysis of an Asymptotic Preserving Scheme for Stochastic Linear Kinetic Equations in the Diffusion Limit
• Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs

Cited In (3)

• Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
• Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
• Uniform error estimate of an asymptotic preserving scheme for the Lévy-Fokker-Planck equation

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