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

DOI10.5802/SMAI-JCM.110MaRDI QIDQ6574919zbMATH OpenFDO

Authors Charles-Edouard Bréhier

Publication date 19 July 2024

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

Full work available at URL https://doi.org/10.5802/SMAI-JCM.110

zbMATH Keywords

asymptotic preserving schemesEuler schemesinfinite-dimensional Kolmogorov equationsstochastic partial differential 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)

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Cites work

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

Cited in

(3)

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

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