Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

DOI10.1007/s10543-020-00807-2zbMath1472.60111arXiv1811.01725OpenAlexW3034145612MaRDI QIDQ2216483

Sebastian Becker, Arnulf Jentzen, Benjamin Gess, Peter E. Kloeden

Publication date: 16 December 2020

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.01725

zbMATH Keywords

stochastic heat equationspace-time white noiseupper and lower error estimates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ SPDE bridges with observation noise and their spatial approximation ⋮ Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise

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