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arxiv: 1710.07123 · v1 · pith:RD6EV3CXnew · submitted 2017-10-19 · 🧮 math.NA · cs.NA

Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations

classification 🧮 math.NA cs.NA
keywords space-timestochasticburgersdiscretenoisewhiteapproximationequations
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In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the stochastic Burgers equation with space-time white noise. The main result of this paper proves that the proposed explicit space-time discrete approximation method converges strongly to the solution process of the stochastic Burgers equation with space-time white noise. To the best of our knowledge, the main result of this work is the first result in the literature which establishes strong convergence for a space-time discrete approximation method in the case of the stochastic Burgers equations with space-time white noise.

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  1. Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise

    math.NA 2024-08 unverdicted novelty 5.0

    A spectral Galerkin plus nonlinear-tamed accelerated exponential Euler scheme is proved to converge strongly for the stochastic Burgers equation with cylindrical fractional Brownian motion noise where H is in (1/2, 1).