Pathwise uniform convergence of time discretization schemes for SPDEs

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Abstract

In this paper we prove convergence rates for time discretization schemes for semilinear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator is the generator of a strongly continuous semigroup on a Hilbert space ⁠, and the focus is on nonparabolic problems. The main results are optimal bounds for the uniform strong error...
Original languageEnglish
Number of pages72
JournalIMA Journal of Numerical Analysis
DOIs
Publication statusPublished - 2024

Keywords

  • time discretization schemes
  • pathwise uniform convergence
  • SPDEs
  • optimal convergence rates
  • stochastic convolutions
  • stochastic wave equation

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