<div class="csl-bib-body">
<div class="csl-entry">Kremp, H. K. (2024, June 6). <i>Higher order approximation for nonlinear SPDEs with additive space-time white noise</i> [Presentation]. Klagenfurt-Berlin Workshop on Multiple Perspectives in Optimization, Klagenfurt, Austria. http://hdl.handle.net/20.500.12708/198610</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/198610
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dc.description.abstract
We consider strong approximations of 1+1-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation schemes based on samples from the stochastic convolution, rather than from increments of the underlying Wiener processes, should achieve significantly higher convergence rates with respect to the temporal timestep. For a large class of nonlinearities, with possibly superlinear growth, we prove a temporal rate of (almost) 1, a major improvement on the rate 1/4 that is known to be optimal for schemes based on Wiener increments. The spatial rate remains (almost) 1/2 as
it is standard in the literature.
The talk is based on a joint work with Ana Djurdjevac and Máté Gerencsér.
en
dc.description.sponsorship
FWF - Österr. Wissenschaftsfonds
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dc.language.iso
en
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dc.subject
stochastic PDEs
en
dc.subject
strong convergence rates
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dc.subject
splitting scheme
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dc.subject
stochastic sewing
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dc.title
Higher order approximation for nonlinear SPDEs with additive space-time white noise
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.relation.grantno
P34992-N
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dc.type.category
Presentation
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tuw.publication.invited
invited
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tuw.project.title
Regularisierung durch Rauschen: Diskrete und stetige Systeme
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
100
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tuw.publication.orgunit
E101 - Institut für Analysis und Scientific Computing
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tuw.event.name
Klagenfurt-Berlin Workshop on Multiple Perspectives in Optimization
en
tuw.event.startdate
06-06-2024
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tuw.event.enddate
07-06-2024
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
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tuw.event.place
Klagenfurt
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tuw.event.country
AT
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tuw.event.presenter
Kremp, Helena Katharina
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
100
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item.languageiso639-1
en
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item.grantfulltext
none
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item.openairetype
conference presentation
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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item.cerifentitytype
Publications
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item.fulltext
no Fulltext
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crisitem.project.funder
FWF - Österr. Wissenschaftsfonds
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crisitem.project.grantno
P34992-N
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crisitem.author.dept
E101-01 - Forschungsbereich Analysis
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crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
