We study the numerical approximation of the stochastic heat equation with a distributional reaction term. Under a condition on the Besov regularity of the reaction term, it was proven recently that a strong solution exists and is unique in the pathwise sense, in a class of H\"older continuous processes. For a suitable choice of sequence $(b^k)_{k\in \mathbb{N}}$ approximating $b$, we prove that the error between the solution $u$ of the SPDE with reaction term $b$ and its tamed Euler finite-difference scheme with mollified drift $b^k$, converges to $0$ in $L^m(\Omega)$ with a rate that depends on the Besov regularity of $b$. In particular, one can consider two interesting cases: first, even when $b$ is only a (finite) measure, a rate of convergence is obtained. On the other hand, when $b$ is a bounded measurable function, the (almost) optimal rate of convergence $(\frac{1}{2}-\varepsilon)$-in space and $(\frac{1}{4}-\varepsilon)$-in time is achieved. Stochastic sewing techniques are used in the proofs, in particular to deduce new regularising properties of the discrete Ornstein-Uhlenbeck process.
翻译:我们研究了带有分布反应项的随机热方程的数值逼近问题。在反应项的Besov正则性条件下,最近已证明强解在路径意义下存在且唯一,属于一类Hölder连续过程。对于逼近$b$的适当序列$(b^k)_{k\in \mathbb{N}}$,我们证明了具有反应项$b$的随机偏微分方程的解$u$与其具有光滑化漂移项$b^k$的驯服欧拉有限差分格式之间的误差,在$L^m(\Omega)$中收敛到$0$,且收敛速率依赖于$b$的Besov正则性。特别地,可以考虑两种有趣的情况:首先,即使当$b$仅为(有限)测度时,也能获得收敛速率。另一方面,当$b$为有界可测函数时,能达到(几乎)最优的收敛速率——空间上为$(\frac{1}{2}-\varepsilon)$,时间上为$(\frac{1}{4}-\varepsilon)$。证明中使用了随机缝合技术,特别是用以推导离散Ornstein-Uhlenbeck过程新的正则化性质。