<div class="csl-bib-body">
<div class="csl-entry">Butkovsky, O., Dareiotis, K., & Gerencsér, M. (2023). Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift. <i>SIAM Journal on Numerical Analysis</i>, <i>61</i>(2), 1103–1137. https://doi.org/10.1137/21M1454213</div>
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dc.identifier.issn
0036-1429
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/177445
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dc.description.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.
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dc.language.iso
en
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dc.publisher
SIAM PUBLICATIONS
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dc.relation.ispartof
SIAM Journal on Numerical Analysis
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dc.subject
finite differences
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dc.subject
irregular drift
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dc.subject
regularization by noise
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dc.subject
SPDE
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dc.title
Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift