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math.NA2022
Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation
Charles-Edouard Bréhier, Jianbo Cui, Xiaojie Wang
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise.…
math.NA2022
Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
Charles-Edouard Bréhier
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the…
math.NA2022★ 1 cited
Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs
Charles-Edouard Bréhier
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white no…