English

A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$

Probability 2007-05-23 v1 Analysis of PDEs

Abstract

We study a stochastic boundary value problem on (0,1)d(0,1)^d of elliptic type in dimension d4d\ge 4, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of (0,1)d(0,1)^d is presented; we also give the rate of convergence to the original SPDE in Lp(Ω;L2(D))L^p(\Omega;L^{2}(D))--norm, for some values of pp.

Keywords

Cite

@article{arxiv.math/0508339,
  title  = {A lattice scheme for stochastic partial differential equations of elliptic type in dimension $d\ge 4$},
  author = {Teresa Martínez and Marta Sanz-Solé},
  journal= {arXiv preprint arXiv:math/0508339},
  year   = {2007}
}

Comments

27 pages