（2020.07.15）Dr. Zhihui Liu：Strong Approximation of Monotone SPDEs with Multiplicative Noise----Academy of Mathematics and Systems Science

Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	Dr. Zhihui Liu, The Hong Kong University of Science and Technology
Inviter:
Title:	Strong Approximation of Monotone SPDEs with Multiplicative Noise
Time & Venue:	2020.07.15 15:00-16:00 Tencent meeting ID:572 534 048
Abstract:	Website: https://meeting.tencent.com/s/Tz5hbP6XIfQ1 We derive the optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process. The equation is spatially discretized by Galerkin methods and temporally discretized by drift-implicit Euler and Milstein schemes.