On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs

DOI10.1137/19M1251011zbMath1428.60096arXiv1902.05370OpenAlexW2999310516WikidataQ114074259 ScholiaQ114074259MaRDI QIDQ5210545

Xu Wang, Charles-Edouard Bréhier

Publication date: 21 January 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.05370

zbMATH Keywords

strong convergenceparabolic stochastic partial differential equationsimplicit Euler schemeparareal algorithmexponential Euler scheme

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (3)

Solving 2D parabolic equations by using time parareal coupling with meshless collocation RBFs methods ⋮ Analysis of the parareal algorithm for linear parametric differential equations ⋮ Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)

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