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

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math.NA2026

Overcoming the spatial order barrier for nonlinear SPDEs with additive space-time white noise

Lukas Anzeletti, Máté Gerencsér, Helena Kremp

We introduce a fully discrete numerical scheme for semilinear SPDEs with additive space-time white noise that overcomes the previous order barrier for the spatial convergence rate.…