An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation (Q2196547)

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

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title

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

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published in

Stochastic Processes and their Applications

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publication date

3 September 2020

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zbMATH Keywords

stochastic Allen-Cahn equation

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cubic nonlinearity

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spectral Galerkin method

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tamed exponential integrator scheme

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strong convergence rate

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author

Xiao-Jie Wang

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spa.2020.05.011

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cites work

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.SPA.2020.05.011

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Sitelinks

Mathematics(1 entry)

mardi Publication:2196547