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Article Dans Une Revue IMA Journal of Numerical Analysis Année : 2021

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Résumé

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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Dates et versions

hal-03133054 , version 1 (05-02-2021)

Identifiants

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Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart. Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. IMA Journal of Numerical Analysis, 2021, 43 (1), pp.258-292. ⟨10.1093/imanum/drab090⟩. ⟨hal-03133054⟩
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