Abstract
AbstractStrong convergence rates for fuly discrete numerical approximations of space-time white noise driven SPDEs with superlinearly growing nonlinearities, such as the stochastic Allen–Cahn equation with space-time white noise, are shown. The obtained strong rates of convergence are essentially sharp.
Funder
Westfälische Wilhelms-Universität Münster
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
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