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

Becker S, Gess B, Jentzen A, Kloeden PE (2022)
Stochastics and Partial Differential Equations : Analysis and Computations .

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | Englisch
 
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Autor*in
Becker, Sebastian; Gess, BenjaminUniBi; Jentzen, Arnulf; Kloeden, Peter E.
Abstract / Bemerkung
Strong convergence rates for fuly discrete numerical approximations of space-time white noise driven SPDEs with superlinearly growing nonlinearities, such as the stochastic Allen-Cahn equation with space-time white noise, are shown. The obtained strong rates of convergence are essentially sharp.
Stichworte
Stochastic partial differential equation; SPDE; Stochastic Allen-Cahn; equation; Numerical method; Numerical approximation; Strong convergence
Erscheinungsjahr
2022
Zeitschriftentitel
Stochastics and Partial Differential Equations : Analysis and Computations
ISSN
2194-0401
eISSN
2194-041X
Page URI
https://pub.uni-bielefeld.de/record/2963478

Zitieren

Becker S, Gess B, Jentzen A, Kloeden PE. Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Stochastics and Partial Differential Equations : Analysis and Computations . 2022.
Becker, S., Gess, B., Jentzen, A., & Kloeden, P. E. (2022). Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Stochastics and Partial Differential Equations : Analysis and Computations . https://doi.org/10.1007/s40072-021-00226-6
Becker, S., Gess, B., Jentzen, A., and Kloeden, P. E. (2022). Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Stochastics and Partial Differential Equations : Analysis and Computations .
Becker, S., et al., 2022. Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Stochastics and Partial Differential Equations : Analysis and Computations .
S. Becker, et al., “Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations”, Stochastics and Partial Differential Equations : Analysis and Computations , 2022.
Becker, S., Gess, B., Jentzen, A., Kloeden, P.E.: Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Stochastics and Partial Differential Equations : Analysis and Computations . (2022).
Becker, Sebastian, Gess, Benjamin, Jentzen, Arnulf, and Kloeden, Peter E. “Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations”. Stochastics and Partial Differential Equations : Analysis and Computations (2022).

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