Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation

Authors

DOI:

https://doi.org/10.4208/jcm.2408-m2024-0110

Keywords:

Stochastic Burgers-Huxley equation, Strong convergence rate, Non-globally monotone nonlinearity, Fully discrete scheme, Tamed exponential integrator scheme

Abstract

The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the continuous problem in space, we utilize a spectral Galerkin method. Subsequently, we introduce a nonlinear-tamed exponential integrator scheme, resulting in a fully discrete scheme. Within the framework of semigroup theory, this study provides precise estimations of the Sobolev regularity, $L^∞$ regularity in space, and Hölder continuity in time for the mild solution, as well as for its semi-discrete and full-discrete approximations. Building upon these results, we establish moment boundedness for the numerical solution and obtain strong convergence rates in both spatial and temporal dimensions. A numerical example is presented to validate the theoretical findings.

Author Biographies

  • Yibo Wang

    School of Mathematics, Southeast University, Nanjing 211102, China

  • Wanrong Cao

    School of Mathematics, Southeast University, Nanjing 211102, China

  • Yanzhao Cao

    Department of Mathematics and Statistics, Auburn University, Auburn, AL, USA

Published

2025-11-20

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How to Cite

Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation. (2025). Journal of Computational Mathematics, 44(1), 35-60. https://doi.org/10.4208/jcm.2408-m2024-0110