Wong--Zakai Approximations of Stochastic Allen-Cahn Equation

zbMath1431.60067arXiv1710.09539MaRDI QIDQ5215829

Zhihui Liu, ZhongHua Qiao

Publication date: 13 February 2020

Full work available at URL: https://arxiv.org/abs/1710.09539

zbMATH Keywords

stochastic Allen-Cahn equationWong-Zakai approximationsstrong convergence rate

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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