An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation
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DOI: 10.1016/j.spa.2020.05.011
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References listed on IDEAS
- Becker, Sebastian & Jentzen, Arnulf, 2019. "Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 28-69.
- Mihály Kovács & Stig Larsson & Fredrik Lindgren, 2018. "On the discretisation in time of the stochastic Allen–Cahn equation," Mathematische Nachrichten, Wiley Blackwell, vol. 291(5-6), pages 966-995, April.
- Lord, Gabriel J. & Tambue, Antoine, 2018. "A modified semi–implicit Euler–Maruyama scheme for finite element discretization of SPDEs with additive noise," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 105-122.
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Cited by:
- Cui, Jianbo & Hong, Jialin & Sun, Liying, 2021. "Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 134(C), pages 55-93.
- Chen, Chuchu & Dang, Tonghe & Hong, Jialin & Zhou, Tau, 2023. "CLT for approximating ergodic limit of SPDEs via a full discretization," Stochastic Processes and their Applications, Elsevier, vol. 157(C), pages 1-41.
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Keywords
Stochastic Allen–Cahn equation; Cubic nonlinearity; Spectral Galerkin method; Tamed exponential integrator scheme; Strong convergence rate;All these keywords.
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