Helena Kremp

Higher order approximation of nonlinear SPDEs with additive space-time white noise

We consider strong approximations of 1+1-dimensional stochastic PDEs driven by additive space-time white noise. It has long been proposed (Math. Comp. 70 (2001) 121–134; Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465 (2009) 649–667), as well as observed in simulations, that...