A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure (Q855292): Difference between revisions

The paper deals with the numerical approximation for stochastic partial differential equations (SPDEs) driven by a Poisson random measure in general Banach spaces. The main idea is to discretize spatially the SPDE obtaining a system of high dimensional stochastic differential equations that can be solved by the explicit or implicit Euler schemes. When time and space are simultaneously discretized, the strong error is estimated for both explicit and implicit schemes. Numerical simulations are given for a simple example where the space discretization is done by eigenfunctions.