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research article

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Abdulle, Assyr  
•
Brehier, Charles-Edouard
•
Vilmart, Gilles  
December 14, 2021
Ima Journal Of Numerical Analysis

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.

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Type
research article
DOI
10.1093/imanum/drab090
Web of Science ID

WOS:000789442300001

Author(s)
Abdulle, Assyr  
Brehier, Charles-Edouard
Vilmart, Gilles  
Date Issued

2021-12-14

Publisher

OXFORD UNIV PRESS

Published in
Ima Journal Of Numerical Analysis
Article Number

drab090

Subjects

Mathematics, Applied

•

Mathematics

•

explicit stabilized methods

•

second kind chebyshev polynomials

•

stochastic partial differential equations

•

finite element methods

•

partial-differential-equations

•

finite-element discretization

•

s-rock

•

stiff

•

time

•

schemes

•

spdes

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANMC  
Available on Infoscience
May 23, 2022
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/188114
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