The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations

11/28/2021
by   Yue Wu, et al.
0

In this paper, we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating infinite-dimensional objects. We propose a Galerkin-type exponential integrator scheme and establish its convergence rate of the strong error to the mild solution.

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