Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise

Abstract

In this article we establish strong convergence rates on the whole probability space for explicit full-discrete approximations of stochastic Burgers equations with multiplicative trace-class noise. The key step in our proof is to establish uniform exponential moment estimates for the numerical approximations.1 with B (H ∋ x → sin(x)Q ∈ HS(H, H))