Foivos Evangelopoulos-Ntemiris

Fully discrete stochastic maximal regularity and $H^\infty$-calculus for second-order elliptic operators

This paper establishes the fully discrete stochastic maximal $L^p$-regularity and the accompanying sharp maximal estimate for numerical approximations of parabolic stochastic partial differential equations. We consider the spatial finite element discretization $A_h$ of a general second-order elliptic operator $A=-\nabl...