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arXiv · 2409.14064

On structure preservation for fully discrete finite difference schemes of stochastic heat equation with L\'evy space-time white noise

Chuchu Chen·Tonghe Dang·Jialin Hong
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Abstract

This paper investigates the structure preservation and convergence analysis of a class of fully discrete finite difference schemes for the stochastic heat equation driven by L\'evy space-time white noise. The novelty lies in the simultaneous preservation of intrinsic structures for the exact solution, in particular the weak intermittency of moments and the regularity of c\`adl\`ag path in negative fractional Sobolev spaces. The key in the proof is the detailed analysis of technical estimates for discrete Green functions of the numerical solution. This analysis is also crucial in establishing the mean-square convergence of the schemes with orders of almost $\frac12$ in space and almost $\frac14$ in time.

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Chuchu Chen, Tonghe Dang, Jialin Hong. 2024-09-21. On structure preservation for fully discrete finite difference schemes of stochastic heat equation with L\'evy space-time white noise. https://arxiv.org/abs/2409.14064

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