Strong approximation of monotone stochastic partial differential equations driven by white noise

DOI10.1093/IMANUM/DRY088zbMath1464.65148arXiv1801.09348OpenAlexW2786858237WikidataQ128857938 ScholiaQ128857938MaRDI QIDQ5109468

Zhihui Liu, ZhongHua Qiao

Publication date: 12 May 2020

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.09348

zbMATH Keywords

strong convergence ratebackward Euler-spectral Galerkin schememartingale-type 2 Banach spacemonotone stochastic partial differential equations

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Initial-boundary value problems for second-order parabolic equations (35K20) Maximum principles in context of PDEs (35B50) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) White noise theory (60H40) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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