Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme

DOI10.1051/m2an/2021089zbMath1490.60208arXiv2010.00508OpenAlexW3091098472WikidataQ114105421 ScholiaQ114105421MaRDI QIDQ5034777

Charles-Edouard Bréhier

Publication date: 21 February 2022

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.00508

zbMATH Keywords

stochastic partial differential equationsexponential integratorsinvariant distributiontamed 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

Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise ⋮ Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme

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