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arXiv · 2110.06148

Optimal rate of convergence for approximations of SPDEs with non-regular drift

Oleg Butkovsky·Konstantinos Dareiotis·Máté Gerencsér
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Abstract

A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the non-linear reaction term. The proof relies on stochastic sewing techniques.

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BibTeXRIS

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér. 2021-10-12. Optimal rate of convergence for approximations of SPDEs with non-regular drift. https://doi.org/10.1137/21m1454213

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