\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (Q2100550)

scientific article; zbMATH DE number 7621797

Language	Label	Description	Also known as
English	\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs	scientific article; zbMATH DE number 7621797

Statements

instance of

scholarly article

0 references

title

\(L^p\)-convergence rate of backward Euler schemes for monotone SDEs (English)

0 references

0 references

0 references

22 November 2022

0 references

full work available at URL

https://arxiv.org/abs/2101.10022

0 references

zbMATH Keywords

monotone SODEs

0 references

stochastic Allen-Cahn equation

0 references

monotone SPDEs

0 references

backward Euler scheme

0 references

\(L^p(\Omega)\)-convergence rate

0 references

MaRDI profile type

Publication

0 references

cites work

Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

0 references

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

0 references

Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations

0 references

Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation

0 references

An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients

0 references

Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations

0 references

Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations

0 references

Semigroup splitting and cubature approximations for the stochastic Navier-Stokes equations

0 references

Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift

0 references

Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

0 references

Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities

0 references

Adaptive time-stepping strategies for nonlinear stochastic systems

0 references

Q4004325

0 references

On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation

0 references

On the discretisation in time of the stochastic Allen–Cahn equation

0 references

Strong and weak approximation of semilinear stochastic evolution equations

0 references

An adaptive Euler-Maruyama scheme for SDEs: convergence and stability

0 references

Well-posedness of stochastic partial differential equations with Lyapunov condition

0 references

Stochastic partial differential equations: an introduction

0 references

Strong approximation of monotone stochastic partial differential equations driven by white noise

0 references

Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise

0 references

Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise

0 references

Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation

0 references

Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

0 references

Q4333039

0 references

An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation

0 references

Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1007/S10543-022-00923-1

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2100550