Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their convergence rate in the uniform topology is arbitrarily close to 1/6 . In the present article we improve this result in the case of additive noise by proving that the optimal rate of convergence is arbitrarily close to 1/2
In this work we derive the rate of convergence for the empirical measure of a moderately interacting...
International audienceWe prove, using coupling arguments, exponential convergence to equilibrium for...
2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on ...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1...
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplica...
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-tim...
In classical partial differential equations (PDEs), it is well known that the solution to Burgers' e...
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means ...
In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity...
This article is devoted to the numerical study of various finite-difference approximations to the st...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
Burgers’ Equation ut + cuux = νuxx is a nonlinear partial differential equation which arises in mode...
By utilising the so-called Doss-Sussman transformation, we link our stochastic 3D Burgers equation w...
In this work we derive the rate of convergence for the empirical measure of a moderately interacting...
International audienceWe prove, using coupling arguments, exponential convergence to equilibrium for...
2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on ...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1...
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplica...
Consider the approximation of stochastic Allen-Cahn-type equations (i.e. $1+1$-dimensional space-tim...
In classical partial differential equations (PDEs), it is well known that the solution to Burgers' e...
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means ...
In this article, we propose an all-in-one statement which includes existence, uniqueness, regularity...
This article is devoted to the numerical study of various finite-difference approximations to the st...
33 pagesInternational audienceStochastic evolution equations in Banach spaces with unbounded nonline...
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
Burgers’ Equation ut + cuux = νuxx is a nonlinear partial differential equation which arises in mode...
By utilising the so-called Doss-Sussman transformation, we link our stochastic 3D Burgers equation w...
In this work we derive the rate of convergence for the empirical measure of a moderately interacting...
International audienceWe prove, using coupling arguments, exponential convergence to equilibrium for...
2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on ...