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:研究了一类由$1+1$维白噪声驱动的随机反应扩散方程的全离散有限差分格式。在无需对非线性反应项施加任何正则性假设的条件下,证明了其强收敛的最优速度。该证明依赖于随机缝合技术。