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20242026
most citedStrong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients

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math.NA2026

Uniform-in-Time Weak and Ergodic Error Estimates of a Nonlinearity-Explicit Full Discretization for Superlinear SPDEs Driven by Multiplicative Noise

Jingjing Cai, Zhihui Liu, Xiaoming Wu

For a class of superlinear SPDEs driven by multiplicative noise, we prove an (essentially) sharp uniform-in-time (UIT) weak convergence rate for the nonlinearity-explicit Galerkin…