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

DOI10.1007/s10543-019-00788-xzbMath1445.60043arXiv1804.04061OpenAlexW2989679022WikidataQ126775704 ScholiaQ126775704MaRDI QIDQ2192589

Ludovic Goudenège, Charles-Edouard Bréhier

Publication date: 17 August 2020

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.04061

zbMATH Keywords

weak convergencestochastic partial differential equationsKolmogorov equationAllen-Cahn equationsplitting schemes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (13)

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme ⋮ Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations ⋮ An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise ⋮ Approximated exponential integrators for the stochastic Manakov equation ⋮ Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise ⋮ Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation ⋮ Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise ⋮ On a Monte Carlo scheme for some linear stochastic partial differential equations ⋮ Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient ⋮ Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise

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