Convergence of an operator splitting scheme for abstract stochastic evolution equations
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Publication:5114946
Abstract: In this paper we study the convergence of a Lie-Trotter operator splitting for stochastic semi-linear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the approximation for both the original and spatially discretized problems. It is known that the strong convergence of this scheme is classically of half-order, at best. We demonstrate that this is in fact the optimal order of convergence in the proposed setting, with the actual order being dependent upon the regularity of noise collected from applications.
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Cited in
(13)- Second-order semi-discretized schemes for solving stochastic quenching models on arbitrary spatial grids
- A domain decomposition method for stochastic evolution equations
- Lie-Trotter splitting for the nonlinear stochastic Manakov system
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
- A randomized operator splitting scheme inspired by stochastic optimization methods
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
- An operator splitting approach for two-dimensional Kawarada problems
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