A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is
We study the numerical approximation of stochastic evolution equations with a monotone drift driven by an infinite-dimensional Wiener process. To discretize the equation, we combine a drift-implicit two-step BDF method for the temporal discretization with an abstract Galerkin method for the spatial discretization. After proving well-posedness of the BDF2-Maruyama scheme, we establish a convergence rate of the strong error for equations under suitable Lipschitz conditions. We illustrate ourarXiv:2105.08767v1 fatcat:lfxepcoasrbztomnsquxnc5bxa