Rate of convergence of space time approximations for stochastic evolution equations

DOI10.1007/S11118-008-9105-5zbMATH Open1168.60025arXiv0706.1404OpenAlexW3099487523MaRDI QIDQ1016097FDOQ1016097

Authors: István Gyöngy, Annie Millet 

Publication date: 4 May 2009

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of convergence of various numerical approximations are estimated under strong monotonicity and Lipschitz conditions. The abstract setting involves general consistency conditions and is then applied to a class of quasilinear stochastic PDEs of parabolic type.

Full work available at URL: https://arxiv.org/abs/0706.1404

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zbMATH Keywords

waveletscoercivityfinite elementsGalerkin methodstochastic evolution equationsmonotone operatorsspace time approximations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cited In (46)

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