An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (Q6083220)

scientific article; zbMATH DE number 7757636

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English	An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise	scientific article; zbMATH DE number 7757636

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instance of

scholarly article

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title

An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise (English)

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Advances in Computational Mathematics

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publication date

31 October 2023

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zbMATH Keywords

stochastic Allen-Cahn equation

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random coefficient

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multiplicative noise

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extended Euler-Maruyama scheme

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stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10444-023-10072-w

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cites work

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Analysis of some splitting schemes for the stochastic Allen-Cahn equation

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

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

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Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10444-023-10072-W

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Sitelinks

Mathematics(1 entry)

mardi Publication:6083220