• Corpus ID: 238634601

Optimal rate of convergence for approximations of SPDEs with non-regular drift

@article{Butkovsky2021OptimalRO,
  title={Optimal rate of convergence for approximations of SPDEs with non-regular drift},
  author={Oleg Butkovsky and Konstantinos Dareiotis and M'at'e Gerencs'er},
  journal={ArXiv},
  year={2021},
  volume={abs/2110.06148}
}
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the non-linear reaction term. The proof relies on stochastic sewing techniques.