Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
Author:
Affiliation:
1. Weierstrass Institute, Mohrenstraße 39, 10117 Berlin, Germany.
2. School of Mathematics, University of Leeds, Woodhouse, LS2 9JT Leeds, United Kingdom.
3. TU Wien, Wiedner Hauptstraße 8-10, 1040 Vienna, Austria.
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Numerical Analysis,Applied Mathematics,Computational Mathematics
Reference27 articles.
1. A fully discrete approximation of the one-dimensional stochastic heat equation
2. Approximation of SDEs: a stochastic sewing approach
3. Analysis of some splitting schemes for the stochastic Allen-Cahn equation
4. Normal Approximation by Stein’s Method
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations;ESAIM: Mathematical Modelling and Numerical Analysis;2024-07
2. Strong convergence of parabolic rate 1 of discretisations of stochastic Allen-Cahn-type equations;Transactions of the American Mathematical Society;2023-12-12
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