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Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

概率论 · 数学 2008-02-20 Istvan Gyöngy , Annie Millet

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

概率论 · 数学 2016-08-16 Istvan Gyöngy , Annie Millet

We obtain rates of convergence of numerical approximations of abstract linear parabolic evolution equations in Banach spaces. Our estimates extend known results from the literature of finite element approximations of parabolic equations to…

数值分析 · 数学 2024-11-20 Øyvind Stormark Auestad

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

概率论 · 数学 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

概率论 · 数学 2021-11-02 Sebastian Becker , Arnulf Jentzen

In this article we propose a new, explicit and easily implementable numerical method for approximating a class of semilinear stochastic evolution equations with non-globally Lipschitz continuous nonlinearities. We establish strong…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Primož Pušnik

In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…

概率论 · 数学 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

We discuss existence, uniqueness, and space-time H\"older regularity for solutions of the parabolic stochastic evolution equation dU(t) = (AU(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), t\in [0,\Tend], U(0) = u_0, where $A$ generates an…

泛函分析 · 数学 2008-04-08 J. M. A. M. van Neerven , M. C. Veraar , L. Weis

In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…

泛函分析 · 数学 2024-12-19 Katharina Klioba , Christian Seifert

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…

概率论 · 数学 2009-09-14 Mark Veraar

This paper presents a survey of maximal inequalities for stochastic convolutions in $2$-smooth Banach spaces and their applications to stochastic evolution equations.

概率论 · 数学 2021-04-28 Jan van Neerven , Mark Veraar

We establish a unconditional and optimal strong convergence rate of Wong--Zakai type approximations in Banach space norm for a parabolic stochastic partial differential equation with monotone drift, including the stochastic Allen--Cahn…

概率论 · 数学 2019-04-05 Zhihui Liu , Zhonghua Qiao

We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…

泛函分析 · 数学 2017-01-18 Luca Hornung

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

概率论 · 数学 2017-04-14 Ton Viet Ta

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

概率论 · 数学 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…

概率论 · 数学 2014-10-03 Ta Viet Ton , Atsushi Yagi

We obtain estimates on the first-order Malliavin derivative of mild solutions, evaluated at fixed points in time and space, to a class of parabolic dissipative stochastic PDEs on bounded domain of $\mathbb{R}^d$. In particular, such…

概率论 · 数学 2022-01-04 Carlo Marinelli

We study stochastic Navier-Stokes equations in two dimensions with respect to periodic boundary conditions. The equations are perturbed by a nonlinear multiplicative stochastic forcing with linear growth (in the velocity) driven by a…

数值分析 · 数学 2019-07-10 Dominic Breit , Alan Dodgson

We consider systems of stochastic evolutionary equations of the $p$-Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural…

偏微分方程分析 · 数学 2021-05-10 Dominic Breit , Martina Hofmanova , Sebastien Loisel

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

偏微分方程分析 · 数学 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio
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