Jie Shen

Numerical Ergodicity and Optimal Strong Error Estimates for a Class of Novel Tamed Schemes to Superlinear SPDEs

We construct a class of novel tamed schemes for superlinear stochastic partial differential equations (SPDEs), including the stochastic Allen–Cahn equation driven by either multiplicative or additive noise. The schemes preserve the same Lyapunov structure as the original system,...