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arXiv · 2412.10125

Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions

Monika Eisenmann·Eskil Hansen·Marvin Jans
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Abstract

We consider a fully discretized numerical scheme for parabolic stochastic partial differential equations with multiplicative noise. Our abstract framework can be applied to formulate a non-iterative domain decomposition approach. Such methods can help to parallelize the code and therefore lead to a more efficient implementation. The domain decomposition is integrated through the Douglas-Rachford splitting scheme, where one split operator acts on one part of the domain. For an efficient space discretization of the underlying equation, we chose the discontinuous Galerkin method as this suits the parallelization strategy well. For this fully discretized scheme, we provide a strong space-time convergence result. We conclude the manuscript with numerical experiments validating our theoretical findings.

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Monika Eisenmann, Eskil Hansen, Marvin Jans. 2024-12-13. Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions. https://arxiv.org/abs/2412.10125

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