Weak error analysis for the stochastic Allen-Cahn equation

DOI10.1007/S40072-024-00326-ZMaRDI QIDQ6643681

Andreas Prohl, Dominic Breit

Publication date: 26 November 2024

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

zbMATH Keywords

convergence ratesstochastic Allen-Cahn equationtime discretisationweak error analysis

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)

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