Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623)

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Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
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    Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (English)
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    18 September 2007
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    The authors study a Galerkin approximation in terms of eigenfunctions of the covariance operator \(e_k\). They approximate a fairly general non-autonomous semi-linear SPDE described by an extensive list of assumptions like one-sided Lipschitz conditions for the nonlinearity. As an example an SPDE with cubic nonlinearity is studied. The error estimate of the approximation is given in terms of the infinite series remainder of the trace of the covariance operator of the noise together with the rate of approximation of the initial conditions.
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    semilinear SPDE
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    Galerkin approximation
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