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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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Type
research article
DOI
10.1007/s40072-015-0067-5
Scopus ID

2-s2.0-85045318845

Author(s)
Hairer, Martin  
Matetski, K.
Date Issued

2016-06-01

Published in
Stochastics and Partial Differential Equations: Analysis and Computations
Volume

4

Issue

2

Start page

402

End page

437

Subjects

Approximations

•

Burgers equation

•

Rough paths

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241223
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