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.
Nualart, The Malliavin calculus and related topics, Probability an d its Applications, Springer
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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.