In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating infinite-dimensional objects. We first show the existence and uniqueness of the random periodic solution to the equation as the limit of the pull-back flows of the equation, and observe that its mild form is well-defined in the intersection of a family of decreasing Hilbert spaces. Then we propose a Galerkin-type exponential integrator scheme and establish its convergence rate of the strong error to the mild solution, where the order of convergence directly depends on the space (among the family of Hilbert spaces) for the initial point to live. We finally conclude with the best order of convergence that is arbitrarily close to 0.5.
翻译:在本文中,我们研究了近似半利亚尔随机周期性进化变异方程式解决方案的数值方法。主要挑战在于证明在无限的时间范围上趋同,同时模拟无限的天体。我们首先显示公式的随机周期性解决方案的存在和独特性,作为方程回流的极限,并指出其温和形式在一个不断缩小的希尔伯特空间大家庭的交汇点中得到了明确定义。然后我们提出一个加勒金型指数化集成器方案,并确立其与温和解决方案的强烈差错的趋同率,在这个方位上,趋同的顺序直接取决于空间(在希尔伯特空间的大家庭中)的初始生存点。我们最后得出了任意接近0.5的最佳趋同顺序。