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

DOI10.1016/j.spa.2020.05.011OpenAlexW3033061658MaRDI QIDQ2196547

Xiao-Jie Wang

Publication date: 3 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2020.05.011

zbMATH Keywords

spectral Galerkin methodcubic nonlinearitystochastic Allen-Cahn equationstrong convergence ratetamed exponential integrator scheme

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 (19)

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme ⋮ Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift ⋮ Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods ⋮ Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise ⋮ An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise ⋮ Third-order accurate, large time-stepping and maximum-principle-preserving schemes for the Allen-Cahn equation ⋮ Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise ⋮ Strong convergence rates for the approximation of a stochastic time-fractional Allen-Cahn equation ⋮ Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise ⋮ CLT for approximating ergodic limit of SPDEs via a full discretization ⋮ Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise ⋮ Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients ⋮ Highly efficient difference methods for stochastic space fractional wave equation driven by additive and multiplicative noise ⋮ Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise ⋮ Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise ⋮ The BDF2-Maruyama method for the stochastic Allen-Cahn equation with multiplicative noise ⋮ \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs ⋮ Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

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