Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

Becker S, Gess B, Jentzen A, Kloeden PE (2020)
BIT NUMERICAL MATHEMATICS.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Becker, Sebastian; Gess, BenjaminUniBi; Jentzen, Arnulf; Kloeden, Peter E.
Abstract / Bemerkung
This article establishes optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise. Thereby, this work proves the optimality of the strong convergence rates for certain full-discrete approximations of stochastic Allen-Cahn equations with space-time white noise which have been obtained in a recent previous work of the authors of this article.
Stichworte
Upper and lower error estimates; Stochastic heat equation; Space-time; white noise
Erscheinungsjahr
2020
Zeitschriftentitel
BIT NUMERICAL MATHEMATICS
ISSN
0006-3835
eISSN
1572-9125
Page URI
https://pub.uni-bielefeld.de/record/2944189

Zitieren

Becker S, Gess B, Jentzen A, Kloeden PE. Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations. BIT NUMERICAL MATHEMATICS. 2020.
Becker, S., Gess, B., Jentzen, A., & Kloeden, P. E. (2020). Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations. BIT NUMERICAL MATHEMATICS. doi:10.1007/s10543-020-00807-2
Becker, S., Gess, B., Jentzen, A., and Kloeden, P. E. (2020). Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations. BIT NUMERICAL MATHEMATICS.
Becker, S., et al., 2020. Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations. BIT NUMERICAL MATHEMATICS.
S. Becker, et al., “Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations”, BIT NUMERICAL MATHEMATICS, 2020.
Becker, S., Gess, B., Jentzen, A., Kloeden, P.E.: Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations. BIT NUMERICAL MATHEMATICS. (2020).
Becker, Sebastian, Gess, Benjamin, Jentzen, Arnulf, and Kloeden, Peter E. “Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations”. BIT NUMERICAL MATHEMATICS (2020).