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arXiv · 1304.3288

Galerkin approximations for the stochastic Burgers equation

Dirk Blömker·Arnulf Jentzen
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Abstract

Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means of finite dimensional Galerkin approximations is established and the convergence rate of the Galerkin approximations to the solution of the stochastic evolution equation is estimated. These abstract results are applied to several examples of stochastic partial differential equations (SPDEs) of evolutionary type including a stochastic heat equation, a stochastic reaction diffusion equation and a stochastic Burgers equation. The estimated convergence rates are illustrated by numerical simulations. The main novelty in this article is to estimate the difference of the finite dimensional Galerkin approximations and of the solution of the infinite dimensional SPDE uniformly in space, i.e., in the L^{\infty}-topology, instead of the usual Hilbert space estimates in the L^2-topology, that were shown before.

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Dirk Blömker, Arnulf Jentzen. 2013-04-11. Galerkin approximations for the stochastic Burgers equation. https://doi.org/10.1137/110845756

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