Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise (Q373224): Difference between revisions

The authors consider a parabolic stochastic partial differential equation (SPDE) on an abstract UMD Banach space driven by a cylindrical Brownian motion in a Hilbert space. Different numerical schemes for Cauchy problems solution are discussed including the implicit Euler scheme and the splitting scheme. Hölder almost sure pathwise convergence with optimal rates is demonstrated for these schemes. These abstract results are applied to a class of second-order parabolic SPDEs driven by a multiplicative space-time white noise.