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MATHICSE Technical Report : Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Abdulle, Assyr  
•
Bréhier, Charles-Edouard
•
Vilmart, Gilles
February 5, 2021

Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep 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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2021_abd_bre_vil_explicit_SPDE.pdf

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