English

Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations

Numerical Analysis 2020-06-04 v1

Abstract

In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the stochastic Burgers equation with space-time white noise. The main result of this paper proves that the proposed explicit space-time discrete approximation method converges strongly to the solution process of the stochastic Burgers equation with space-time white noise. To the best of our knowledge, the main result of this work is the first result in the literature which establishes strong convergence for a space-time discrete approximation method in the case of the stochastic Burgers equations with space-time white noise.

Keywords

Cite

@article{arxiv.1710.07123,
  title  = {Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations},
  author = {Arnulf Jentzen and Diyora Salimova and Timo Welti},
  journal= {arXiv preprint arXiv:1710.07123},
  year   = {2020}
}

Comments

60 pages

R2 v1 2026-06-22T22:19:18.833Z