Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations

DOI10.1016/J.JMAA.2018.09.032zbMath1403.60059arXiv1710.07123OpenAlexW2766179950WikidataQ129211360 ScholiaQ129211360MaRDI QIDQ1799150

Arnulf Jentzen, Diyora Salimova, Timo Welti

Publication date: 18 October 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.07123

zbMATH Keywords

strong convergencenumerical approximationstochastic partial differential equationSPDEstochastic Burgers equation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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