<div class="csl-bib-body">
<div class="csl-entry">Kremp, H. K. (2024). Optimal rate of convergence for approximations of nonlinear SPDEs with additive space-time white noise. In <i>Book of Abstracts: SciCADE 2024</i> (pp. 76–76).</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/199439
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dc.description.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.
en
dc.language.iso
en
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dc.subject
stochastic PDEs
en
dc.subject
strong convergence rates
en
dc.subject
splitting scheme
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dc.subject
stochastic sewing
en
dc.title
Optimal rate of convergence for approximations of nonlinear SPDEs with additive space-time white noise
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.description.startpage
76
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dc.description.endpage
76
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dc.type.category
Abstract Book Contribution
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tuw.booktitle
Book of Abstracts: SciCADE 2024
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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
E101-01 - Forschungsbereich Analysis
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dc.description.numberOfPages
1
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tuw.event.name
International Conference on Scientific Computation and Differential Equations (SciCADE 2024)
en
tuw.event.startdate
15-07-2024
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tuw.event.enddate
19-07-2024
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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
Singapur
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tuw.event.country
SG
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tuw.event.institution
National University of Singapore
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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.openairetype
conference paper
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item.grantfulltext
restricted
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item.fulltext
no Fulltext
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item.cerifentitytype
Publications
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item.openairecristype
http://purl.org/coar/resource_type/c_5794
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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
