Optimal rate of convergence for stochastic Burgers-type equations (Q2629201)
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English | Optimal rate of convergence for stochastic Burgers-type equations |
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Optimal rate of convergence for stochastic Burgers-type equations (English)
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5 July 2016
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A numerical approximation of a stochastic Burgers equation on the circle driven by a space-time cylinder Wiener noise is studied. In the multiplicative case, the first author et al. [Commun. Pure Appl. Math. 67, No. 5, 776--870 (2014; Zbl 1302.60095)] have proved that the rate of convergence in the uniform topology is arbitrarily close to 1/6. In this paper, it is shown that in the case of additive noise, the rate of convergence is arbitrarily close to 1/2.
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stochastic Burgers equation
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numerical approximations
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convergence rate
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rough paths
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