Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
نویسندگان
چکیده
Abstract Explicit stabilized integrators are an efficient alternative to implicit or semiimplicit methods avoid the severe time-step restriction faced by standard explicit applied stiff diffusion problems. In this paper we provide a fully discrete strong convergence analysis of family coupled with finite element for class parabolic semilinear deterministic and stochastic partial differential equations. Numerical experiments including heat equation space-time white noise confirm theoretical findings.
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ژورنال
عنوان ژورنال: Ima Journal of Numerical Analysis
سال: 2021
ISSN: ['1464-3642', '0272-4979']
DOI: https://doi.org/10.1093/imanum/drab090