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math.NA2021
Strong convergence of adaptive time-stepping schemes for the stochastic Allen--Cahn equation
Chuchu Chen, Tonghe Dang, Jialin Hong
It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though com…
math.NA2021
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
Chuchu Chen, Tonghe Dang, Jialin Hong
In this paper, we first prove the weak intermittency, and in particular the sharp exponential order of the second moment of the exact solution of the stochastic heat equati…