Corpus ID: 207863563

Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations

@article{Hutzenthaler2019StrongCR,
  title={Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations},
  author={M. Hutzenthaler and A. Jentzen and F. Lindner and Primoz Pusnik},
  journal={ArXiv},
  year={2019},
  volume={abs/1911.01870}
}

M. Hutzenthaler, A. Jentzen, +1 author Primoz Pusnik

Published 2019

Computer Science, Mathematics

ArXiv

The main result of this article establishes strong convergence rates on the whole probability space for explicit space-time discrete numerical approximations for a class of stochastic evolution equations with possibly non-globally monotone coefficients such as stochastic Burgers equations with additive trace-class noise. The key idea in the proof of our main result is (i) to bring the classical Alekseev-Gr\"obner formula from deterministic analysis into play and (ii) to employ uniform… CONTINUE READING

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