Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
Fuente:
arXiv
Saved in:
| Main Authors: | Becker, Sebastian, Gess, Benjamin, Jentzen, Arnulf, Kloeden, Peter E. |
|---|---|
| Format: | Preprint |
| Published: |
2017
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)
by: Cox, Sonja, et al.
Published: (2019)
Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
by: Jiang, Yingsong, et al.
Published: (2026)
by: Jiang, Yingsong, et al.
Published: (2026)
Strong convergence of parabolic rate $1$ of discretisations of stochastic Allen-Cahn-type equations
by: Gerencsér, Máté, et al.
Published: (2022)
by: Gerencsér, Máté, et al.
Published: (2022)
Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
by: Bhar, Suprio, et al.
Published: (2025)
by: Bhar, Suprio, et al.
Published: (2025)
Convergence of a spatial semidiscretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise
by: Zhou, Qin, et al.
Published: (2024)
by: Zhou, Qin, et al.
Published: (2024)
Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)
by: Cazacu, Nicoleta
Published: (2025)
Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)
by: Chen, Jingwei, et al.
Published: (2025)
Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
by: Kloeden, Peter E., et al.
Published: (2023)
by: Kloeden, Peter E., et al.
Published: (2023)
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)
by: Wu, Xiaoming, et al.
Published: (2024)
A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem
by: Huang, Shuo, et al.
Published: (2019)
by: Huang, Shuo, et al.
Published: (2019)
Ergodicity and invariant measure approximation of the stochastic Cahn-Hilliard equation via an explicit fully discrete scheme
by: Deng, Nan, et al.
Published: (2025)
by: Deng, Nan, et al.
Published: (2025)
Strong error estimates for a fully discrete SAV scheme for the stochastic Allen--Cahn equation with multiplicative noise
by: Metzger, Stefan
Published: (2025)
by: Metzger, Stefan
Published: (2025)
Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
by: Dause, Jannis R., et al.
Published: (2026)
by: Dause, Jannis R., et al.
Published: (2026)
Pathwise uniform convergence of numerical approximations for a two-dimensional stochastic Navier-Stokes equation with no-slip boundary conditions
by: Li, Binjie, et al.
Published: (2024)
by: Li, Binjie, et al.
Published: (2024)
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)
by: Guo, Yujia, et al.
Published: (2025)
$α$-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity
by: Chen, Jingwei
Published: (2025)
by: Chen, Jingwei
Published: (2025)
Strong convergence rate of the explicit adaptive time-stepping methods for stochastic diffusion systems with locally Lipschitz coefficients
by: Wen, Xueqi, et al.
Published: (2026)
by: Wen, Xueqi, et al.
Published: (2026)
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
by: Kelly, Cónall, et al.
Published: (2023)
by: Kelly, Cónall, et al.
Published: (2023)
Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)
by: Liu, Zhihui
Published: (2024)
Quantitative approximation of stochastic kinetic equations: from discrete to continuum
by: Hao, Zimo, et al.
Published: (2024)
by: Hao, Zimo, et al.
Published: (2024)
Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
by: Ringh, Axel, et al.
Published: (2025)
by: Ringh, Axel, et al.
Published: (2025)
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
by: Allan, Andrew L., et al.
Published: (2023)
by: Allan, Andrew L., et al.
Published: (2023)
Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)
by: Lang, Annika, et al.
Published: (2023)
Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
by: Cohen, David, et al.
Published: (2026)
by: Cohen, David, et al.
Published: (2026)
An $L^0$-approach to stochastic evolution equations
by: Auestad, Øyvind Stormark
Published: (2025)
by: Auestad, Øyvind Stormark
Published: (2025)
Weak Convergence Analysis for the Finite Element Approximation to Stochastic Allen-Cahn Equation Driven by Multiplicative White Noise
by: Zhang, Minxing, et al.
Published: (2025)
by: Zhang, Minxing, et al.
Published: (2025)
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
by: Angeli, Letizia, et al.
Published: (2023)
by: Angeli, Letizia, et al.
Published: (2023)
Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)
by: Ling, Chengcheng
Published: (2024)
Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions
by: Eisenmann, Monika, et al.
Published: (2024)
by: Eisenmann, Monika, et al.
Published: (2024)
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)
by: Leobacher, Gunther, et al.
Published: (2020)
A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
by: Lanconelli, Alberto, et al.
Published: (2024)
by: Lanconelli, Alberto, et al.
Published: (2024)
Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
by: Hu, Yaozhong, et al.
Published: (2023)
by: Hu, Yaozhong, et al.
Published: (2023)
Existence, uniqueness, and numerical approximations for stochastic Burgers equations
by: Mazzonetto, Sara, et al.
Published: (2019)
by: Mazzonetto, Sara, et al.
Published: (2019)
Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
by: Droniou, Jerome, et al.
Published: (2024)
by: Droniou, Jerome, et al.
Published: (2024)
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)
by: Qi, Xiao, et al.
Published: (2026)
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
by: Leimkuhler, B., et al.
Published: (2020)
by: Leimkuhler, B., et al.
Published: (2020)
Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients
by: Jiang, Yingsong, et al.
Published: (2025)
by: Jiang, Yingsong, et al.
Published: (2025)
Similar Items
-
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019) -
Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
by: Wang, Yibo, et al.
Published: (2024) -
Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024) -
Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024) -
An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit
by: Jiang, Yingsong, et al.
Published: (2026)