<div class="csl-bib-body">
<div class="csl-entry">Kremp, H. K. (2024, April 25). <i>Higher order approximation for nonlinear SPDEs with additive space-time white noise</i> [Presentation]. Oberseminar Analysis (2024), Augsburg, Germany.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/202807
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dc.description.abstract
We consider the exponential Euler approximation of nonlinear stochastic reaction diffusion equations driven by a 1+1-dimensional white noise and prove a strong rate of convergence of (almost) 1/2 in space and, crucially, 1 in time, under a C^2_b-assumption on the nonlinearity. This generalizes the results from Jentzen/Kloeden '08 to truly nonlinear coefficients and thus overcomes the previous order barrier for schemes, that consider a semi-discrete noise term. In a second part, we generalize our techniques based on the stochastic sewing lemma to splitting schemes of SPDEs with one-sided Lipschitz nonlinearities. In particular, we combine our previous techniques with a clever buckeling, that avoids the use of exponential bounds (that may not be available) to moreover overcome the order barrier for SPDEs with superlinearily growing non-linearities. We remark that our techniques are very general in the sense, that they apply for all numerical schemes, for which apriori estimates can be derived. The talk is based on a 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
en
dc.subject
stochastic sewing
en
dc.title
Higher order approximation for nonlinear SPDEs with additive space-time white noise
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Presentation
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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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tuw.event.name
Oberseminar Analysis (2024)
de
tuw.event.startdate
25-04-2024
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tuw.event.enddate
25-04-2024
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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
Augsburg
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tuw.event.country
DE
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tuw.event.institution
Universität Augsburg
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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.cerifentitytype
Publications
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item.grantfulltext
none
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item.openairetype
conference presentation
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item.fulltext
no Fulltext
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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item.languageiso639-1
en
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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
