Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation (Q2471396)

The authors prove the convergence of a semi-discrete scheme applied to the stochastic KdV equation driven by an additive and localized noise. The authors use the Crank-Nicholson scheme to solve this problem. Its main advantage is that it is conservative in the absence of noise, the \(L^2\) norm is conserved. The proof of the convergence uses a compactness in the framework of \(L^2\) weighted spaces and relies mainly on the part-wise uniqueness in such spaces for the continuous equation. The main difficulty relies in obtaining a priori estimates on the discrete solution. Contrary to the continuous case, the Itô formula is not applicable in the discrete case.