We introduce a class of adaptive time-stepping strategies for stochastic differential equations
with non-Lipschitz drift coefficients. These strategies work by controlling potential …

Abstract In Becker and Jentzen (2019) and Becker et al.(2017), an explicit temporal semi-
discretization scheme and a space–time full-discretization scheme were, respectively …

We introduce and analyze an explicit time discretization scheme for the one-dimensional
stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting …

This article proposes and analyzes explicit and easily implementable temporal numerical
approximation schemes for additive noise-driven stochastic partial differential equations …

Strong convergence rates for fuly discrete numerical approximations of space-time white
noise driven SPDEs with superlinearly growing nonlinearities, such as the stochastic Allen …

We consider the stochastic Allen–Cahn equation perturbed by smooth additive Gaussian
noise in a bounded spatial domain with smooth boundary in dimension, and study the …

In this article we propose a new, explicit and easily implementable numerical method for
approximating a class of semilinear stochastic evolution equations with non-globally …

We consider the stochastic Cahn--Hilliard equation driven by additive Gaussian noise in a
convex domain with polygonal boundary in dimension d≤3. We discretize the equation …

We discretize the stochastic Allen–Cahn equation with additive noise by means of a spectral
Galerkin method in space and a tamed version of the exponential Euler method in time. The …

Strong approximation errors of both finite element semi-discretization and spatio-temporal
full discretization are analyzed for the stochastic Allen–Cahn equation driven by additive …