Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise

DOI10.1007/s00211-013-0538-4zbMath1284.65009arXiv1201.4465MaRDI QIDQ373224

Sonja Cox, J. M. A. M. van Neerven

Publication date: 22 October 2013

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.4465

zbMATH Keywords

Hilbert space; Cauchy problems; implicit Euler scheme; optimal convergence rate; cylindrical Brownian motion; semilinear parabolic stochastic partial differential equation; UMD Banach

Mathematics Subject Classification ID

60J65: Brownian motion

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

35K58: Semilinear parabolic equations

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