An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation

Published 2020 View Full Article

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Title
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation
Authors
Keywords
Stochastic Allen–Cahn equation, Cubic nonlinearity, Spectral Galerkin method, Tamed exponential integrator scheme, Strong convergence rate
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2020-06-03
DOI
10.1016/j.spa.2020.05.011

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