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Strong convergence for explicit space–time discrete numerical approximation methods for stochastic Burgers equations.
- Source :
-
Journal of Mathematical Analysis & Applications . Jan2019, Vol. 469 Issue 2, p661-704. 44p. - Publication Year :
- 2019
-
Abstract
- Abstract In this paper we propose and analyze explicit space–time discrete numerical approximations for additive space–time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the stochastic Burgers equation with space–time white noise. The main result of this paper proves that the proposed explicit space–time discrete approximation method converges strongly to the solution process of the stochastic Burgers equation with space–time white noise. To the best of our knowledge, the main result of this work is the first result in the literature which establishes strong convergence for a space–time discrete approximation method in the case of the stochastic Burgers equations with space–time white noise. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0022247X
- Volume :
- 469
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Mathematical Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 132106058
- Full Text :
- https://doi.org/10.1016/j.jmaa.2018.09.032