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

Stochastics and Partial Differential Equations: Analysis and Computations (2023) 11(1) 211-268
DOI: 10.1007/s40072-021-00226-6
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Abstract

Strong convergence rates for fuly discrete numerical approximations of space-time white noise driven SPDEs with superlinearly growing nonlinearities, such as the stochastic Allen–Cahn equation with space-time white noise, are shown. The obtained strong rates of convergence are essentially sharp.

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Becker, S., Gess, B., Jentzen, A., & Kloeden, P. E. (2023). Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. Stochastics and Partial Differential Equations: Analysis and Computations, 11(1), 211–268. https://doi.org/10.1007/s40072-021-00226-6

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