Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift

DOI10.1137/21M1454213MaRDI QIDQ5889035

Máté Gerencsér, O. A. Butkovsky, Konstantinos Anastasios Dareiotis

Publication date: 26 April 2023

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.06148

zbMATH Keywords

finite differencesSPDEregularization by noiseirregular drift

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Regularization by noise (60H50)

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