Optimal rate of convergence for stochastic Burgers-type equations (Q2629201)

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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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