Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

02/05/2021
by   Assyr Abdulle, et al.
0

Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide a fully discrete strong convergence analysis of a family of explicit stabilized methods coupled with finite element methods for a class of parabolic semilinear deterministic and stochastic partial differential equations. Numerical experiments including the semilinear stochastic heat equation with space-time white noise confirm the theoretical findings.

READ FULL TEXT
POST COMMENT

Comments

There are no comments yet.

Authors

page 27

12/20/2019

Discretizations of Stochastic Evolution Equations in Variational Approach Driven by Jump-Diffusion

Stochastic evolution equations with compensated Poisson noise are consid...
09/23/2021

Modeling calcium dynamics in neurons with endoplasmic reticulum: existence, uniqueness and an implicit-explicit finite element scheme

Like many other biological processes, calcium dynamics in neurons contai...
10/30/2019

On the l_p stability estimates for stochastic and deterministic difference equations and their application to SPDEs and PDEs

In this paper we develop the l_p-theory of space-time stochastic differe...
04/29/2021

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial co...
02/23/2022

Iterative weak approximation and hard bounds for switching diffusion

We establish a novel convergent iteration framework for a weak approxima...
This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.