Communications in Mathematical Sciences

Convergence of the Spectral Method for Stochastic Ginzburg-Landau Equation Driven by Space-Time White Noise

Di Liu

Abstract

In this paper, a spectral method is formulated as a numerical solution for the stochastic Ginzburg-Landau equation driven by space-time white noise. The rates of pathwise convergence and convergence in expectation in Sobolev spaces are given based on the convergence rates of the spectral approximation for the stochastic convolution. The analysis can be generalized to other spectral methods for stochastic PDEs driven by additive noises, provided the regularity condition for the noises.

Article information

Source
Commun. Math. Sci., Volume 1, Number 2 (2003), 361-375.

Dates
First available in Project Euclid: 7 June 2005

Permanent link to this document
https://projecteuclid.org/euclid.cms/1118152076

Mathematical Reviews number (MathSciNet)
MR1980481

Zentralblatt MATH identifier
1086.60037

Citation

Liu, Di. Convergence of the Spectral Method for Stochastic Ginzburg-Landau Equation Driven by Space-Time White Noise. Commun. Math. Sci. 1 (2003), no. 2, 361--375. https://projecteuclid.org/euclid.cms/1118152076


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