An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

(2022) Sebastian Becker et al.   Stochastics and Partial Differential Equations-Analysis and Computations

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

(2020) Xiaojie Wang   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities

(2019) Arnulf Jentzen et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

Optimal Error Estimates of Galerkin Finite Element Methods for Stochastic Allen–Cahn Equation with Additive Noise

(2019) Ruisheng Qi et al.   JOURNAL OF SCIENTIFIC COMPUTING

Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation

(2019) Charles-Edouard Bréhier et al.   BIT NUMERICAL MATHEMATICS

Quasi–Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients

(2018) Yoshihito Kazashi   IMA JOURNAL OF NUMERICAL ANALYSIS

OUP accepted manuscript

(2018)   IMA JOURNAL OF NUMERICAL ANALYSIS

The scalar auxiliary variable (SAV) approach for gradient flows

(2018) Jie Shen et al.   JOURNAL OF COMPUTATIONAL PHYSICS

On the discretisation in time of the stochastic Allen-Cahn equation

(2018) Mihály Kovács et al.   MATHEMATISCHE NACHRICHTEN

Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations

(2018) Sebastian Becker et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Optimal Strong Rates of Convergence for a Space-Time Discretization of the Stochastic Allen–Cahn Equation with Multiplicative Noise

(2018) Ananta K. Majee et al.   Computational Methods in Applied Mathematics

A mild Itô formula for SPDEs

(2018) Giuseppe Da Prato et al.   TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY

Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations

(2018) Jianbo Cui et al.   JOURNAL OF DIFFERENTIAL EQUATIONS

Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations

(2018) Nawaf Bou-Rabee et al.   MEMOIRS OF THE AMERICAN MATHEMATICAL SOCIETY

Strong approximation of monotone stochastic partial differential equations driven by white noise

(2018) Zhihui Liu et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

An unconditionally energy stable second order finite element method for solving the Allen–Cahn equation

(2018) Congying Li et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations

(2017) Jianbo Cui et al.   JOURNAL OF DIFFERENTIAL EQUATIONS

Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise

(2017) Xiaobing Feng et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation

(2015) Mihály Kovács et al.   JOURNAL OF APPLIED PROBABILITY

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

(2015) Adam Andersson et al.   MATHEMATICS OF COMPUTATION

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

(2015) Martin Hutzenthaler et al.   MEMOIRS OF THE AMERICAN MATHEMATICAL SOCIETY

The Spectral Collocation Method for the Stochastic Allen-Cahn Equation via Generalized Polynomial Chaos

(2015) Ning Li et al.   NUMERICAL HEAT TRANSFER PART B-FUNDAMENTALS

Lattice approximation for stochastic reaction diffusion equations with one-sided Lipschitz condition

(2014) Martin Sauer et al.   MATHEMATICS OF COMPUTATION

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

(2013) J. L. Wadsworth et al.   BIOMETRIKA

Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

(2013) R. Kruse   IMA JOURNAL OF NUMERICAL ANALYSIS

Numerical approximations of Allen-Cahn and Cahn-Hilliard equations

(2010) Jie Shen et al.   DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS

Fast simulation of truncated Gaussian distributions

(2010) Nicolas Chopin   STATISTICS AND COMPUTING