Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777)

scientific article; zbMATH DE number 7477216

Language	Label	Description	Also known as
English	Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme	scientific article; zbMATH DE number 7477216

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instance of

scholarly article

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title

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (English)

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author

Charles-Edouard Bréhier

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published in

ESAIM: Mathematical Modelling and Numerical Analysis

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publication date

21 February 2022

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full work available at URL

https://arxiv.org/abs/2010.00508

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zbMATH Keywords

stochastic partial differential equations

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exponential integrators

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tamed scheme

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invariant distribution

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MaRDI profile type

MaRDI publication profile

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cites work

Finite-volume approximation of the invariant measure of a viscous stochastic scalar conservation law

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Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise

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Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs

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Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

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Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

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High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

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Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

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Second order PDE's in finite and infinite dimension

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A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations

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Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

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Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

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Ergodicity for Infinite Dimensional Systems

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Stochastic Equations in Infinite Dimensions

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Convergence of tamed Euler schemes for a class of stochastic evolution equations

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Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures

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

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

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

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Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

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An Introduction to Computational Stochastic PDEs

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Computing ergodic limits for Langevin equations

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Q4836063

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

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Identifiers

zbMATH Open document ID

1490.60208

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DOI

10.1051/m2an/2021089

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5034777