Zhi-Hui Liu

Uniform-in-Time Weak and Ergodic Error Estimates of a Nonlinearity-Explicit Full Discretization for Superlinear SPDEs Driven by Multiplicative Noise

For a class of superlinear SPDEs driven by multiplicative noise, we prove an (essentially) sharp uniform-in-time (UIT) weak convergence rate for the nonlinearity-explicit Galerkin tamed Euler method (GTEM). Under standard monotonicity assumptions, the proof combines Malliavin calculus with regularity theory for the ass...