Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11010165 | Journal of Mathematical Analysis and Applications | 2019 | 47 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Arnulf Jentzen, Diyora Salimova, Timo Welti,