Add to ORKGA fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the non-linear reaction term. The proof relies on stochastic sewing techniques.Comment: 37 page
We give a new take on the error analysis of approximations of stochastic differential equations (SDE...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
We consider a generalization of classical results of Freidlin and Wentzell to the case of time depen...
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-tim...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
In this thesis and in the research articles which this thesis consists of, respectively, we focus on...
In this paper we present a scheme for the numerical solution of stochastic differential equations (S...
International audienceThis article is devoted to the analysis of the weak rates of convergence of sc...
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving th...
We give a new take on the error analysis of approximations of stochastic differential equations (SDE...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
The minimum action method (MAM) is an effective approach to numerically solving minimums and minimiz...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
We give a new take on the error analysis of approximations of stochastic differential equations (SDE...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
We consider a generalization of classical results of Freidlin and Wentzell to the case of time depen...
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-tim...
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogene...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
In this thesis and in the research articles which this thesis consists of, respectively, we focus on...
In this paper we present a scheme for the numerical solution of stochastic differential equations (S...
International audienceThis article is devoted to the analysis of the weak rates of convergence of sc...
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving th...
We give a new take on the error analysis of approximations of stochastic differential equations (SDE...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
The minimum action method (MAM) is an effective approach to numerically solving minimums and minimiz...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
We give a new take on the error analysis of approximations of stochastic differential equations (SDE...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
We consider a generalization of classical results of Freidlin and Wentzell to the case of time depen...