Numerical analysis for stochastic partial differential delay equations with jumps (Q369701): Difference between revisions

Summary: We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of \textit{J. Bao} et al. [J. Comput. Appl. Math. 236, No. 2, 119--131 (2011; Zbl 1236.65005)] and \textit{N. Jacob} et al. [Stochastic Anal. Appl. 27, No. 4, 825--853 (2009; Zbl 1168.60356)] in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.