Optimal rate of convergence for stochastic Burgers-type equations

Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their convergence rate in the uniform topology is arbitrarily close t...

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Veröffentlicht in:Stochastic partial differential equations : analysis and computations 2016-06, Vol.4 (2), p.402-437
Hauptverfasser: Hairer, M., Matetski, K.
Format: Artikel
Sprache:eng
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Zusammenfassung:Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their convergence rate in the uniform topology is arbitrarily close to 1 6 . In the present article we improve this result in the case of additive noise by proving that the optimal rate of convergence is arbitrarily close to 1 2 .
ISSN:2194-0401
2194-041X
DOI:10.1007/s40072-015-0067-5