Conference abstracts

Session A7 - Stochastic Computation

July 12, 16:00 ~ 16:25 - Room B2

Existence, uniqueness, and numerical approximation for stochastic Burgers equations

Sara Mazzonetto

Université de Lille 1, France   -

The talk is about a recently introduced explicit full-discrete numerical approximation scheme for some stochastic partial differential equations with additive noise and non-globally Lipschitz continuous nonlinearities. The scheme allows to prove simultaneously existence and uniqueness of the mild solution and strong convergence of the numerical approximation for some classes of equations, e.g. the stochastic Burgers equation with additive white noise.

Joint work with Arnulf Jentzen and Diyora Salimova (ETH Zürich).

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FoCM 2017, based on a nodethirtythree design.