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Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations

Content Provider	Springer Nature Link
Author	Qi, Ruisheng Wang, Xiaojie 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.
Ending Page	585
Page Count	29
Starting Page	557
File Format	PDF
ISSN	00063835
e-ISSN	15729125
Journal	BIT Numerical Mathematics
Issue Number	2
Volume Number	57
Language	English
Publisher	Springer Netherlands
Publisher Date	2016-12-19
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Infinite dimensional fractional Brownian motion Strong approximation Optimal convergence rates Parabolic SPDEs Stochastic partial differential equations Computational Mathematics and Numerical Analysis Sharp regularity results Numeric Computing Mathematics Stochastic differential and integral equations Computational methods for stochastic equations
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Computer Networks and Communications Computational Mathematics Software

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