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arXiv · 2102.03209

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Assyr Abdulle·Charles-Edouard Bréhier·Gilles Vilmart
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Abstract

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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Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart. 2021-02-05. Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. https://doi.org/10.1093/imanum%2Fdrab090

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