The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise

DOI10.1016/j.cam.2022.114634zbMath1498.60261OpenAlexW4289598268MaRDI QIDQ2088823

Raphael Kruse, Rico Weiske

Publication date: 6 October 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2022.114634

zbMATH Keywords

stochastic Allen-Cahn equationstrong convergence rateBDF2-Maruyama methodmultistep scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Uses Software

• RODAS

Cites Work

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