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Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
| Content Provider | Semantic Scholar |
|---|---|
| Author | Wang, Xiaojie Qi, Ruisheng Jiang, Fengze |
| Copyright Year | 2016 |
| Abstract | This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst parameter greater than one-half. In addition, the mean-square numerical approximations of such problems are investigated, performed by the spectral Galerkin method in space and the linear implicit Euler method in time. The obtained sharp regularity properties of the problems enable us to identify optimal mean-square convergence rates of the full discrete scheme. These theoretical findings are accompanied by several numerical examples. |
| Starting Page | 557 |
| Ending Page | 585 |
| Page Count | 29 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/s10543-016-0639-4 |
| Volume Number | 57 |
| Alternate Webpage(s) | https://arxiv.org/pdf/1605.04388v1.pdf |
| Alternate Webpage(s) | https://doi.org/10.1007/s10543-016-0639-4 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
