research article
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
December 14, 2021
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.