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

DOI10.1016/j.cam.2006.10.003zbMath1136.60042OpenAlexW2159935911MaRDI QIDQ2381623

Henri Schurz, Hakima Bessaih

Publication date: 18 September 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2006.10.003

zbMATH Keywords

Galerkin approximationsemilinear SPDE

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for nonlinear higher-order PDEs (35G25) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65)

Related Items (5)

Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces ⋮ Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises ⋮ Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales ⋮ Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise ⋮ Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D

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