Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift (Q5889035)

scientific article; zbMATH DE number 7679133

Language	Label	Description	Also known as
English	Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift	scientific article; zbMATH DE number 7679133

Statements

instance of

scholarly article

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title

Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift (English)

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author

Máté Gerencsér

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O. A. Butkovsky

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Konstantinos Anastasios Dareiotis

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published in

SIAM Journal on Numerical Analysis

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publication date

26 April 2023

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full work available at URL

https://arxiv.org/abs/2110.06148

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zbMATH Keywords

SPDE

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finite differences

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regularization by noise

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irregular drift

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MaRDI profile type

MaRDI publication profile

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cites work

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Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

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Q3101969

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Strong and weak approximation of semilinear stochastic evolution equations

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A stochastic sewing lemma and applications

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Strong approximation of monotone stochastic partial differential equations driven by white noise

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Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging

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Interpolation Theory

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On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient

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The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem

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On the discretization in time of parabolic stochastic partial differential equations

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Numerical approximation for a white noise driven SPDE with locally bounded drift

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Numerical methods for stochastic parabolic PDEs

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An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation

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An adaptive strong order 1 method for SDEs with discontinuous drift coefficient

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Identifiers

DOI

10.1137/21M1454213

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5889035