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Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Published inIMA journal of numerical analysis, vol. 43, no. 1, p. 258-292
Publication date2023-01-02
First online date2021-12-14
Abstract

Explicit stabilized integrators are an efficient alternative to implicit or semiimplicit methods to avoid the severe time-step restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper we provide a fully discrete strong convergence analysis of a family of explicit stabilized methods coupled with finite element methods for a class of parabolic semilinear deterministic and stochastic partial differential equations. Numerical experiments including the semilinear stochastic heat equation with space-time white noise confirm the theoretical findings.

Keywords
  • Explicit stabilized methods
  • Second kind Chebyshev polynomials
  • Stochastic partial differential equations
  • Finite element methods
Research groups
Citation (ISO format)
ABDULLE, Assyr, BRÉHIER, Charles-Edouard, VILMART, Gilles. Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. In: IMA journal of numerical analysis, 2023, vol. 43, n° 1, p. 258–292. doi: 10.1093/imanum/drab090
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Article (Accepted version)
Identifiers
Journal ISSN0272-4979
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Technical informations

Creation14/02/2023 14:26:00
First validation14/02/2023 14:26:00
Update time16/03/2023 10:38:42
Status update16/03/2023 10:38:41
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