Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise

2025/01/30 by Blömker, Dirk, Ling, Chengcheng, Rimmele, Johannes
#FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)

paper · doi:10.48550/arxiv.2501.18240

Abstract

We consider the strong numerical approximation for a fourth-order stochastic nonlinear SPDE driven by space-time white noise on 2-dimensional torus. We consider its full discretisation with a spectral Galerkin scheme in space and Euler scheme in time. We show the convergence with almost spatial rate 1 and 1-temporal rate obtained mainly via \itstochastic sewing technique.

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