Core Concepts
Convergence rates for sparse grid approximation of stochastic parabolic PDEs.
Abstract
The article discusses the convergence rates for a sparse grid approximation of the distribution of solutions of the stochastic Landau-Lifshitz-Gilbert equation. It highlights the challenges posed by this strongly nonlinear, time-dependent equation with non-convex side constraints. The method used establishes uniform holomorphic regularity based on abstract assumptions, applicable beyond this specific equation. The feasibility of approximating with sparse grids is demonstrated, showing a clear advantage of a multi-level sparse grid scheme. The content also delves into related works on numerical analysis and approximation methods for similar problems.
Stats
We show convergence rates for a sparse grid approximation.
The stochastic LLG equation has uniformly Hölder regular solutions.
Dimension independent convergence with order 1/2 is achieved.
Regularity results are discussed for sample paths in 2D and 3D.