An explicit fully discrete scheme (spectral Galerkin + tamed accelerated exponential Euler) is introduced with weak error analysis via Malliavin calculus to approximate the invariant measure of the stochastic Allen-Cahn equation over infinite time.
Br´ ehier, Approximation of the invariant measure with an Eule r scheme for stochastic PDEs driven by space-time white noise, Potential Anal., 40 (2014) 1– 40
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Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
An explicit fully discrete scheme (spectral Galerkin + tamed accelerated exponential Euler) is introduced with weak error analysis via Malliavin calculus to approximate the invariant measure of the stochastic Allen-Cahn equation over infinite time.