Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data

arXiv2305.04558MaRDI QIDQ6435722FDOQ6435722

Author name not available (Why is that?), Buyang Li, Jilu Wang

Publication date: 8 May 2023

Abstract: A class of stochastic Besov spaces $B^p{L}^2(Omega;dot{H}^{a}lpha(mathcalO))$, $1lepleinfty$ and $alphain[-2,2]$, is introduced to characterize the regularity of the noise in the semilinear stochastic heat equation �egin{equation*} { m d} u -Delta u { m d} t =f(u) { m d} t + { m d} W(t) , end{equation*} under the following conditions for some $alphain(0,1]$: ${\displaystyle }$ Big| int_0^te^{-(t-s)A}{ m d} W(s) Big|_{L^2(Omega;L^2(mathcal{O}))} le C t^{frac{alpha}{2}} quadmbox{and}quad Big| int_0^te^{-(t-s)A}{ m d} W(s) Big|_{B^infty L^2(Omega;dot H^alpha(mathcal{O}))}le C. ${\displaystyle }$ The conditions above are shown to be satisfied by both trace-class noises (with $alpha=1$) and one-dimensional space-time white noises (with $alpha=frac12$). The latter would fail to satisfy the conditions with $alpha=frac12$ if the stochastic Besov norm $|cdot{|}_{B^{i}nfty{L}^2(Omega;dot{H}^{a}lpha(mathcalO))}$ is replaced by the classical Sobolev norm $|cdot{|}_{L^2(Omega;dot{H}^{a}lpha(mathcalO))}$, and this often causes reduction of the convergence order in the numerical analysis of the semilinear stochastic heat equation. In this article, the convergence of a modified exponential Euler method, with a spectral method for spatial discretization, is proved to have order $alpha$ in both time and space for possibly nonsmooth initial data in $$ with $$, by utilizing the real interpolation properties of the stochastic Besov spaces and a class of locally refined stepsizes to resolve the singularity of the solution at $t=0$.

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