A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the non-linear reaction term. The proof relies on stochastic sewing techniques.
翻译:研究了由1美元+1美元维度白噪音驱动的蒸汽反应扩散方程式的完全独立的有限差异方案。 最佳强的趋同率得到了证明,但并未对非线性反应术语提出任何规律性假设。 证据依赖于蒸汽式缝纫技术。