Improved error estimates for a modified exponential Euler method for the semilinear stochastic heat equation with rough initial data
DOI10.1007/s11425-022-2157-2MaRDI QIDQ6649848
Unnamed Author, Buyang Li, Jilu Wang
Publication date: 6 December 2024
Published in: Science China. Mathematics (Search for Journal in Brave)
strong convergencespectral methodreal interpolationadditive noisespace-time white noiseexponential Euler methodsemilinear stochastic heat equationstochastic Besov space
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) White noise theory (60H40) Numerical interpolation (65D05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Regularization by noise (60H50)
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