Butkovsky, O., Dareiotis, K., & Gerencsér, M. (2023). Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift. SIAM Journal on Numerical Analysis, 61(2), 1103–1137. https://doi.org/10.1137/21M1454213
E101-01 - Forschungsbereich Analysis E101 - Institut für Analysis und Scientific Computing
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Zeitschrift:
SIAM Journal on Numerical Analysis
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ISSN:
0036-1429
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Datum (veröffentlicht):
Apr-2023
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Umfang:
35
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Verlag:
SIAM PUBLICATIONS
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Peer Reviewed:
Ja
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Keywords:
finite differences; irregular drift; regularization by noise; SPDE
en
Abstract:
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a 1 + 1-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the nonlinear reaction term. The proof relies on stochastic sewing techniques.
