Optimal rate of convergence for stochastic Burgers-type equations

DOI10.1007/s40072-015-0067-5zbMath1357.60069arXiv1504.05134OpenAlexW2118417678WikidataQ59475156 ScholiaQ59475156MaRDI QIDQ2629201

Yanyan Li

Publication date: 5 July 2016

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.05134

zbMATH Keywords

convergence ratenumerical approximationsrough pathsstochastic Burgers equation

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 (9)

Transient growth in stochastic Burgers flows ⋮ Discretisations of rough stochastic PDEs ⋮ Space-time discrete KPZ equation ⋮ The dynamic \({\Phi^4_3}\) model comes down from infinity ⋮ An invariance principle for the two-dimensional parabolic Anderson model with small potential ⋮ KPZ reloaded ⋮ Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model ⋮ Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus ⋮ Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations

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