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research article

Optimal rate of convergence for stochastic burgers-type equations

Hairer, Martin  
•
Matetski, K.
June 1, 2016
Stochastics and Partial Differential Equations: Analysis and Computations

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 to1 In the present article we improve this result in the case of additive noise by proving6. that the optimal rate of convergence is arbitrarily close to21 .

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