Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866918159519318016 |
|---|---|
| author | Blömker, Dirk Ling, Chengcheng Rimmele, Johannes |
| author_facet | Blömker, Dirk Ling, Chengcheng Rimmele, Johannes |
| contents | We consider the strong numerical approximation for a fourth-order stochastic nonlinear SPDE driven by space-time white noise on $2$-dimensional torus. We consider its full discretisation with a spectral Galerkin scheme in space and Euler scheme in time. We show the convergence with almost spatial rate $1$ and $1$-temporal rate obtained mainly via \it{stochastic sewing} technique. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_18240 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise Blömker, Dirk Ling, Chengcheng Rimmele, Johannes Numerical Analysis Probability We consider the strong numerical approximation for a fourth-order stochastic nonlinear SPDE driven by space-time white noise on $2$-dimensional torus. We consider its full discretisation with a spectral Galerkin scheme in space and Euler scheme in time. We show the convergence with almost spatial rate $1$ and $1$-temporal rate obtained mainly via \it{stochastic sewing} technique. |
| title | Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise |
| topic | Numerical Analysis Probability |
| url | https://arxiv.org/abs/2501.18240 |