Space-time approximation of stochastic $p$-Laplace systems
Dominic Breit, Martina Hofmanova, Sebastien Loisel

TL;DR
This paper develops a finite-element based space-time approximation method for stochastic p-Laplace systems, achieving specific convergence rates by using a random time-grid to handle irregular time regularity.
Contribution
It introduces a novel space-time approximation approach with a random time-grid for stochastic p-Laplace systems, providing proven convergence rates under natural regularity assumptions.
Findings
Linear convergence in space.
Order α convergence in time for all α in (0, 1/2).
Numerical experiments confirm theoretical results.
Abstract
We consider systems of stochastic evolutionary equations of the -Laplace type. We establish convergence rates for a finite-element based space-time approximation, where the error is measured in a suitable quasi-norm. Under natural regularity assumptions on the solution, our main result provides linear convergence in space and convergence of order in time for all . The key ingredient of our analysis is a random time-grid, which allows us to compensate for the lack of time regularity. Our theoretical results are confirmed by numerical experiments.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Approximation and Integration · Markov Chains and Monte Carlo Methods
