Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

DOI10.1007/s40072-021-00226-6zbMath1517.60081arXiv1711.02423OpenAlexW2767712785WikidataQ114219545 ScholiaQ114219545MaRDI QIDQ6163565

Sebastian Becker, Arnulf Jentzen, Benjamin Gess, Peter E. Kloeden

Publication date: 26 June 2023

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.02423

zbMATH Keywords

numerical methodstrong convergencenumerical approximationstochastic partial differential equationSPDEstochastic Allen-Cahn equation

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 (10)

Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift ⋮ 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 ⋮ Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise ⋮ Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation ⋮ Monte Carlo convergence rates for \(k\)th moments in Banach spaces ⋮ Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation ⋮ Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient ⋮ Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise ⋮ \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs

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