Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation
DOI:
https://doi.org/10.4208/jcm.2408-m2024-0110Keywords:
Stochastic Burgers-Huxley equation, Strong convergence rate, Non-globally monotone nonlinearity, Fully discrete scheme, Tamed exponential integrator schemeAbstract
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.
Downloads
Published
Abstract View
- 1280
Pdf View
- 40