Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation
The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the continuous problem in space, we utilize a spectral Galerkin method. Subsequently, we introduce a nonlinear-tamed exponential integrator scheme, resulting in a fully discrete scheme. Within the framework of semigroup theory, this study provides precise estimations of the Sobolev regularity, $L^∞$ regularity in space, and Hölder continuity in time for the mild solution, as well as for its semi-discrete and full-discrete approximations. Building upon these results, we establish moment boundedness for the numerical solution and obtain strong convergence rates in both spatial and temporal dimensions. A numerical example is presented to validate the theoretical findings.
Authors
- Wei Cao (ORCID: https://orcid.org/0000-0002-9921-2227)
- Yibo Wang (ORCID: https://orcid.org/0000-0003-1262-4497)
Institutions
- Auburn University (US)
Publication Details
- Journal
- Journal of Computational Mathematics
- Published
- 2024-10-14
- DOI
- https://doi.org/10.4208/jcm.2408-m2024-0110
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.54