Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
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Publication:2062275
DOI10.1007/s40072-020-00179-2zbMath1476.65243arXiv1811.05392OpenAlexW3102040787MaRDI QIDQ2062275
Publication date: 27 December 2021
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.05392
Galerkin finite element methodEuler schemeMilstein schemestochastic Allen-Cahn equationmonotone stochastic partial differential equation
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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