Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen--Cahn equations
Becker S, Gess B, Jentzen A, Kloeden PE
Research article (journal) | Peer reviewedDetails about the publication
Journal: Stochastics and Partial Differential Equations: Analysis and Computations (Stoch. Partial Differ. Equ. Anal. Comput.)
Volume: 11
Issue: 1
Page range: 211-268
Status: Published
Release year: 2023
Language in which the publication is written: English
Link to the full text: https://link.springer.com/article/10.1007/s40072-021-00226-6
Keywords: Stochastic partial differential equation; SPDE; Stochastic Allen–Cahn equation; Numerical method; Numerical approximation; Strong convergence
Authors from the University of Münster
| Jentzen, Arnulf | Institute for Analysis and Numerics |