Rate of convergence of space time approximations for stochastic evolution equations (Q1016097)

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Rate of convergence of space time approximations for stochastic evolution equations
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    Rate of convergence of space time approximations for stochastic evolution equations (English)
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    4 May 2009
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    This paper considers stochastic evolutions equations in Banach spaces with unbounded nonlinear drift and diffusion apoerators driven by a finite dimensional Brownian motion. Under some regularity condition assumed for the solution, the rates of convergence of various numerical approximations are estimated under strong monotonicity an Lipschitz conditions. The abstract setting involves general consistency conditions and is then applied to a class of quasilinear stochastic PDEs of parabolic type.
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    stochastic evolution equations
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    monotone operators
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    coercivity
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    space time approximations
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    Galerkin method
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    wavelets
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    finite elements
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