Record link: 
http://hdl.handle.net/20.500.12708/199439
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Title: 
Optimal rate of convergence for approximations of nonlinear SPDEs with additive space-time white noise
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Citation: 
Kremp, H. K. (2024). Optimal rate of convergence for approximations of nonlinear SPDEs with additive space-time white noise. In Book of Abstracts: SciCADE 2024 (pp. 76–76).
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Kremp, Helena Katharina 
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Organisational Unit: 
E101-01 - Forschungsbereich Analysis 
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Published in: 
Book of Abstracts: SciCADE 2024 
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Date (published): 
16-Jul-2024
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Event name: 
International Conference on Scientific Computation and Differential Equations (SciCADE 2024) 
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Event date: 
15-Jul-2024 - 19-Jul-2024
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Event place: 
Singapur, Singapore
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Number of Pages: 
1
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Keywords: 
stochastic PDEs; strong convergence rates; splitting scheme; stochastic sewing
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Abstract: 
We consider exponential Euler approximations of nonlinear stochastic reaction-diffusion equations driven by a 1+1-dimensional white noise and prove a strong rate of convergence of 1/2 in space and, crucially, 1 in time. This generalizes the results by Jentzen/Kloeden '08 to truly nonlinear coefficients and thus overcomes the previous order barrier. Joint work with Ana Djurdjevac and Máté Gerencsér.
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Research Areas: 
Fundamental Mathematics Research: 100%
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Science Branch: 
1010 - Mathematik: 100%
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Appears in Collections:
Conference Paper

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