Discrete-to-continuum limits of semilinear stochastic evolution equations in Banach spaces

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate uniformity and convergence conditions on the linear operators, nonlinear drifts and initial data, we establish convergence of the associated mild solution processes when lifted to a common state space. Our framework is applied to the case where the limiting problem is a stochastic partial differential equation whose linear part is a generalized Whittle-Matérn operator on a manifold $\mathcal{M}$, discretized by a sequence of graphs constructed from a (random) point cloud. In this setting we obtain various discrete-to-continuum convergence results for solutions lifted to $L^q(\mathcal{M})$ for $q \in [2,\infty]$, one of which recovers the $L^\infty$-convergence of a finite-difference discretization of certain (fractional) stochastic Allen-Cahn equations.

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Publication Details

Journal
Journal of Differential Equations
Published
2026-07-23
DOI
https://doi.org/10.1016/j.jde.2026.114628
Primary Topic
Stochastic processes and financial applications
Type
article
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article

Discrete-to-continuum limits of semilinear stochastic evolution equations in Banach spaces

Joshua S. Willems, Jonas Latz, Yves van Gennip
Journal of Differential Equations
Stochastic processes and financial applications
article

Discrete-to-continuum limits of semilinear stochastic evolution equations in Banach spaces

Joshua S. Willems, Jonas Latz, Yves van Gennip
article en

Abstract

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate uniformity and convergence conditions on the linear operators, nonlinear drifts and initial data, we establish convergence of the associated mild solution processes when lifted to a common state space. Our framework is applied to the case where the limiting problem is a stochastic partial differential equation whose linear part is a generalized Whittle-Matérn operator on a manifold $\mathcal{M}$, discretized by a sequence of graphs constructed from a (random) point cloud. In this setting we obtain various discrete-to-continuum convergence results for solutions lifted to $L^q(\mathcal{M})$ for $q \in [2,\infty]$, one of which recovers the $L^\infty$-convergence of a finite-difference discretization of certain (fractional) stochastic Allen-Cahn equations.

Journal of Differential EquationsVol. 481
Openalex Percentile: Top 98%
Stochastic processes and financial applications
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Discrete-to-continuum limits of semilinear stochastic evolution equations in Banach spaces — Joshua S. Willems, Jonas Latz, et al. · Journal of Differential Equations (2026) | TGRS Research Map | TGRS