10.1016/j.cam.2018.04.067
Bessaih, Hakima
Hakima
Bessaih
Hausenblas, Erika
Erika
Hausenblas
Randrianasolo, Tsiry Avisoa
Tsiry Avisoa
Randrianasolo0000-0002-9413-5189
Razafimandimby, Paul
Paul
Razafimandimby
Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces
Elsevier
2018
2018-04-16T09:45:15Z
2019-06-28T08:39:50Z
journal_article
https://pub.uni-bielefeld.de/record/2919151
https://pub.uni-bielefeld.de/record/2919151.json
1610.04384
urn:nbn:de:0070-pub-29191512
The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra shell models and { a class of nonlinear heat equations.} The space-time numerical scheme is defined in terms of a Galerkin approximation in space and a { semi-implicit Euler--Maruyama scheme in time}. {We prove the convergence in probability of our scheme by means of an estimate of the error on a localized set of arbitrary large probability.} Our error estimate is shown to hold in a more regular space $\mathrm{V}_{\beta}\subset \mathrm{H}$ with $\beta \in [0,\frac14)$ and { that the explicit rate of convergence of our scheme depends on this parameter $\beta$. }