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.

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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
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article

Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation

Wei Cao, Yibo Wang
1 citations
Journal of Computational Mathematics
Stochastic processes and financial applications
0.54
article

Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation

Wei Cao, Yibo Wang
article en
1 citations

Abstract

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.

Journal of Computational MathematicsVol. 44(1)
Auburn University (US)
Openalex Percentile: Top 30%
Stochastic processes and financial applications
0.54
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Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation — Wei Cao, Yibo Wang · Journal of Computational Mathematics (2024) | TGRS Research Map | TGRS