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2019 | OriginalPaper | Buchkapitel

Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations

verfasst von : Joshua L. Padgett, Qin Sheng

Erschienen in: Advances in Mathematical Methods and High Performance Computing

Verlag: Springer International Publishing

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Abstract

In this paper, we study the convergence of a Lie-Trotter operator splitting for stochastic semilinear evolution equations in a Hilbert space. The abstract Hilbert space setting allows for the consideration of convergence of the approximation for both the original and spatially discretized problems. It is known that the strong convergence of this scheme is classically of half-order, at best. We demonstrate that this is in fact the optimal order of convergence in the proposed setting, with the actual order being dependent upon the regularity of noise collected from applications.

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Metadaten
Titel
Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations
verfasst von
Joshua L. Padgett
Qin Sheng
Copyright-Jahr
2019
DOI
https://doi.org/10.1007/978-3-030-02487-1_9