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20072024
most citedOptimal Strong Rates of Convergence for a Space-Time Discretization of the Stochastic Allen-Cahn Equation with multiplicative noise

39 citations · 66 across the 18 of their papers we have counts for

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2 papers · 1 filter

math.NA2022

Weak error analysis for the stochastic Allen-Cahn equation

Dominic Breit, Andreas Prohl

We prove strong rate resp. weak rate for a structure preserving temporal discretization (with the step size) of the stochastic Allen-Cahn equation with additi…

math.NA2022

Higher order time discretization for the stochastic semilinear wave equation with multiplicative noise

Xiaobing Feng, Akash Ashirbad Panda, Andreas Prohl

In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicativ…