Sebastian Becker, Benjamin Gess, Arnulf Jentzen, Peter E. Kloeden
Published 2018-11-01Version 1
Optimal upper and lower error estimates for strong full-discrete numerical approximations of the stochastic heat equation driven by space-time white noise are obtained. In particular, we establish the optimality of strong convergence rates for full-discrete approximations of stochastic Allen-Cahn equations with space-time white noise which have recently been obtained in [Becker, S., Gess, B., Jentzen, A., and Kloeden, P. E., Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations. arXiv:1711.02423 (2017)].
Comments: 20 pages. arXiv admin note: substantial text overlap with arXiv:1711.02423
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