Optimal rate of convergence for approximations of SPDEs with non-regular drift

10/12/2021

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by   Oleg Butkovsky, et al.

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A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a 1+1-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the non-linear reaction term. The proof relies on stochastic sewing techniques.