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