Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation

DOI10.1007/s10543-019-00745-8zbMath1433.60073arXiv1702.01347OpenAlexW2598706264MaRDI QIDQ2273194

Minoo Kamrani, Dirk Blömker

Publication date: 18 September 2019

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.01347

zbMATH Keywords

non-Lipschitz nonlinearitystochastic convolutionspectral Galerkinaccelerated Euler schemecomputable a-posteriori boundsconditional mean square error

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients ⋮ High-accuracy time discretization of stochastic fractional diffusion equation ⋮ On approximate solutions of the equations of incompressible magnetohydrodynamics ⋮ Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

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