The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
نویسندگان
چکیده
We present an error analysis for a general semilinear stochastic evolution equation in d dimensions based on pathwise approximation. We discretize in space by a Fourier Galerkin method and in time by a stochastic exponential integrator. We show that for spatially regular (smooth) noise the number of nodes needed for the noise can be reduced and that the rate of convergence degrades as the regularity of the noise reduces (and the noise is rougher).
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ورودعنوان ژورنال:
- J. Computational Applied Mathematics
دوره 235 شماره
صفحات -
تاریخ انتشار 2011