Matches in SemOpenAlex for { <https://semopenalex.org/work/W3091098472> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3091098472 abstract "We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses nonlinearities with polynomial growth. First, we prove that moment bounds for the numerical scheme hold, with at most polynomial dependence with respect to the time horizon. Second, we apply this result to obtain error estimates, in the weak sense, in terms of the time-step size and of the time horizon, to quantify the error to approximate averages with respect to the invariant distribution of the continuous-time process. We justify the efficiency of using the explicit tamed exponential Euler scheme to approximate the invariant distribution, since the computational cost does not suffer from the at most polynomial growth of the moment bounds. To the best of our knowledge, this is the first result in the literature concerning the approximation of the invariant distribution for SPDEs with non-globally Lipschitz coefficients using an explicit tamed scheme." @default.
- W3091098472 created "2020-10-08" @default.
- W3091098472 creator A5025006015 @default.
- W3091098472 date "2021-12-30" @default.
- W3091098472 modified "2023-10-16" @default.
- W3091098472 title "Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme" @default.
- W3091098472 cites W1533889494 @default.
- W3091098472 cites W1697484951 @default.
- W3091098472 cites W2003530131 @default.
- W3091098472 cites W2041141176 @default.
- W3091098472 cites W2163264365 @default.
- W3091098472 cites W2579206073 @default.
- W3091098472 cites W2898863036 @default.
- W3091098472 cites W2900329199 @default.
- W3091098472 cites W2963100988 @default.
- W3091098472 cites W2963206289 @default.
- W3091098472 cites W2963468480 @default.
- W3091098472 cites W2969176291 @default.
- W3091098472 cites W2989679022 @default.
- W3091098472 cites W2990070091 @default.
- W3091098472 cites W3033061658 @default.
- W3091098472 cites W3106482916 @default.
- W3091098472 cites W3180087730 @default.
- W3091098472 cites W2922191459 @default.
- W3091098472 doi "https://doi.org/10.1051/m2an/2021089" @default.
- W3091098472 hasPublicationYear "2021" @default.
- W3091098472 type Work @default.
- W3091098472 sameAs 3091098472 @default.
- W3091098472 citedByCount "2" @default.
- W3091098472 countsByYear W30910984722019 @default.
- W3091098472 countsByYear W30910984722023 @default.
- W3091098472 crossrefType "journal-article" @default.
- W3091098472 hasAuthorship W3091098472A5025006015 @default.
- W3091098472 hasBestOaLocation W30910984721 @default.
- W3091098472 hasConcept C122044880 @default.
- W3091098472 hasConcept C134306372 @default.
- W3091098472 hasConcept C151376022 @default.
- W3091098472 hasConcept C190470478 @default.
- W3091098472 hasConcept C22324862 @default.
- W3091098472 hasConcept C28826006 @default.
- W3091098472 hasConcept C33923547 @default.
- W3091098472 hasConcept C37914503 @default.
- W3091098472 hasConcept C62884695 @default.
- W3091098472 hasConceptScore W3091098472C122044880 @default.
- W3091098472 hasConceptScore W3091098472C134306372 @default.
- W3091098472 hasConceptScore W3091098472C151376022 @default.
- W3091098472 hasConceptScore W3091098472C190470478 @default.
- W3091098472 hasConceptScore W3091098472C22324862 @default.
- W3091098472 hasConceptScore W3091098472C28826006 @default.
- W3091098472 hasConceptScore W3091098472C33923547 @default.
- W3091098472 hasConceptScore W3091098472C37914503 @default.
- W3091098472 hasConceptScore W3091098472C62884695 @default.
- W3091098472 hasLocation W30910984721 @default.
- W3091098472 hasLocation W309109847210 @default.
- W3091098472 hasLocation W309109847211 @default.
- W3091098472 hasLocation W30910984722 @default.
- W3091098472 hasLocation W30910984723 @default.
- W3091098472 hasLocation W30910984724 @default.
- W3091098472 hasLocation W30910984725 @default.
- W3091098472 hasLocation W30910984726 @default.
- W3091098472 hasLocation W30910984727 @default.
- W3091098472 hasLocation W30910984728 @default.
- W3091098472 hasLocation W30910984729 @default.
- W3091098472 hasOpenAccess W3091098472 @default.
- W3091098472 hasPrimaryLocation W30910984721 @default.
- W3091098472 hasRelatedWork W2044004505 @default.
- W3091098472 hasRelatedWork W2341040961 @default.
- W3091098472 hasRelatedWork W2390585021 @default.
- W3091098472 hasRelatedWork W2779828239 @default.
- W3091098472 hasRelatedWork W2951177262 @default.
- W3091098472 hasRelatedWork W3154976382 @default.
- W3091098472 hasRelatedWork W3185235544 @default.
- W3091098472 hasRelatedWork W4287207389 @default.
- W3091098472 hasRelatedWork W4292101436 @default.
- W3091098472 hasRelatedWork W50969306 @default.
- W3091098472 isParatext "false" @default.
- W3091098472 isRetracted "false" @default.
- W3091098472 magId "3091098472" @default.
- W3091098472 workType "article" @default.