Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System

04/12/2021

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by   Chuchu Chen, et al.

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This paper investigates the influences of standard numerical discretizations on hitting probabilities for linear stochastic parabolic system driven by space-time white noises. We establish lower and upper bounds for hitting probabilities of the associated numerical solutions of both temporal and spatial semi-discretizations in terms of Bessel-Riesz capacity and Hausdorff measure, respectively. Moreover, the critical dimensions of both temporal and spatial semi-discretizations turn out to be half of those of the exact solution. This reveals that for a large class of Borel sets A, the probability of the event that the paths of the numerical solution hit A cannot converge to that of the exact solution.