Optimal rate of convergence for approximations of SPDEs with non-regular drift
Probability
2024-09-25 v2 Numerical Analysis
Analysis of PDEs
Numerical Analysis
Abstract
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a -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.
Keywords
Cite
@article{arxiv.2110.06148,
title = {Optimal rate of convergence for approximations of SPDEs with non-regular drift},
author = {Oleg Butkovsky and Konstantinos Dareiotis and Máté Gerencsér},
journal= {arXiv preprint arXiv:2110.06148},
year = {2024}
}
Comments
35 pages