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Optimal rate of convergence for stochastic Burgers-type equations
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Hairer, Martin and Matetski, Kanstantsin (2015) Optimal rate of convergence for stochastic Burgers-type equations. Stochastic Partial Differential Equations: Analysis and Computations, 4 (2). pp. 402-437. doi:10.1007/s40072-015-0067-5 ISSN 2194-0401.
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Official URL: http://dx.doi.org/10.1007/s40072-015-0067-5
Abstract
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their convergence rate in the uniform topology is arbitrarily close to 1/6 . In the present article we improve this result in the case of additive noise by proving that the optimal rate of convergence is arbitrarily close to 1/2 .
Item Type: | Journal Article | ||||||
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Subjects: | Q Science > QA Mathematics | ||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||
Library of Congress Subject Headings (LCSH): | Burgers equation | ||||||
Journal or Publication Title: | Stochastic Partial Differential Equations: Analysis and Computations | ||||||
Publisher: | Springer | ||||||
ISSN: | 2194-0401 | ||||||
Official Date: | 21 December 2015 | ||||||
Dates: |
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Volume: | 4 | ||||||
Number: | 2 | ||||||
Page Range: | pp. 402-437 | ||||||
DOI: | 10.1007/s40072-015-0067-5 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||
Date of first compliant deposit: | 2 June 2016 | ||||||
Date of first compliant Open Access: | 2 June 2016 | ||||||
Funder: | Leverhulme Trust (LT), Royal Society (Great Britain), European Research Council (ERC) | ||||||
Open Access Version: |
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