Cover Image

Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Eisenmann, Monika, Hansen, Eskil, Jans, Marvin
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Probability 65C30, 60H35, 65M55, 60H15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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)

Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
by: Huang, Can, et al.
Published: (2026)

Well-Posedness of Stochastic Chemotaxis System
by: Chen, Yunfeng, et al.
Published: (2024)

Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
by: An, Xin, et al.
Published: (2023)

Stochastic heat equations driven by space-time $G$-white noise under sublinear expectation
by: Ji, Xiaojun, et al.
Published: (2024)

Strong error estimates for a fully discrete SAV scheme for the stochastic Allen--Cahn equation with multiplicative noise
by: Metzger, Stefan
Published: (2025)

Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024)

Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise
by: Liu, Zhihui
Published: (2023)

Two-dimensional delta-Bose gas: skew-product relative motions
by: Chen, Yu-Ting
Published: (2022)

Approximation of the Lévy-driven stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2025)

Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)

Geometric Ergodicity and Strong Error Estimates for Tamed Schemes of Super-linear SODEs
by: Liu, Zhihui, et al.
Published: (2024)

Low-rank solutions to a class of parametrized systems using Riemannian optimization
by: Sutti, Marco, et al.
Published: (2026)

An Euler scheme for BSDEs via the Wiener chaos decomposition
by: Lozano, Pere Díaz, et al.
Published: (2025)

Geometric Ergodicity and Optimal Error Estimates for a Class of Novel Tamed Schemes to Super-linear Stochastic PDEs
by: Liu, Zhihui, et al.
Published: (2025)

Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
by: Lord, Gabriel, et al.
Published: (2022)

Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
by: Mazzonetto, Sara, et al.
Published: (2026)

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)

Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit
by: Cui, Jianbo
Published: (2023)

A convergent augmented SAV scheme for stochastic Cahn--Hilliard equations with dynamic boundary conditions describing contact line tension
by: Metzger, Stefan
Published: (2024)

Strong Convergence of a Splitting Method for the Stochastic Complex Ginzburg-Landau Equation
by: Jans, Marvin, et al.
Published: (2024)

Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)

Fully discrete approximation of the semilinear stochastic wave equation on the sphere
by: Cohen, David, et al.
Published: (2026)

Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
by: Li, Hanwu, et al.
Published: (2023)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)

Renormalised Amperean Area of Brownian Motions and Symanzik Representation of the 2D Abelian Yang--Mills--Higgs Field
by: Sauzedde, Isao
Published: (2024)

Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)

Boundary-preserving Lamperti-splitting schemes for some Stochastic Differential Equations
by: Ulander, Johan
Published: (2023)

A nonnegativity-preserving finite element method for a class of parabolic SPDEs with multiplicative noise
by: Djurdjevac, Ana, et al.
Published: (2025)

Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem
by: Étoré, Pierre, et al.
Published: (2026)

Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
by: Wang, Yibo, et al.
Published: (2024)

Numerical Methods for Dynamical Low-Rank Approximations of Stochastic Differential Equations -- Part I: Time discretization
by: Kazashi, Yoshihito, et al.
Published: (2026)

Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
by: Dause, Jannis R., et al.
Published: (2026)

Quantitative approximation of stochastic kinetic equations: from discrete to continuum
by: Hao, Zimo, et al.
Published: (2024)

High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)

Dynamical Low-Rank Ensemble Kalman filter for State/Parameter estimation
by: Nobile, Fabio, et al.
Published: (2026)

Convergence rate for random walk approximations of mean field BSDEs
by: Djehiche, Boualem, et al.
Published: (2024)

A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025)

A convergent stochastic scalar auxiliary variable method
by: Metzger, Stefan
Published: (2023)