Pith. sign in

REVIEW

Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1811.01725 v2 pith:7QTE6JKI submitted 2018-11-01 math.PR cs.NAmath.NA

Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

classification math.PR cs.NAmath.NA
keywords approximationsstochasticstrongequationsnumericalspace-timeallen-cahnconvergence
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particular, we establish the optimality of strong convergence rates for full-discrete approximations of stochastic Allen-Cahn equations with space-time white noise which have recently been obtained in [Becker, S., Gess, B., Jentzen, A., and Kloeden, P. E., Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. arXiv:1711.02423 (2017)].

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.