Strong convergence rates of tamed exponential Euler schemes for superlinear hyperbolic SPDEs

Source abstract

In this paper, we prove pathwise uniform convergence at rates up to $1/2$ for tamed exponential Euler schemes for semilinear hyperbolic stochastic evolution equations with superlinearly growing nonlinearities and multiplicative noise. We take the term hyperbolic to mean that the leading operator generates a contractive $C_0$-semigroup but no parabolic smoothing occurs. Under local Lipschitz, polynomial growth, coercivity, and monotonicity conditions on the nonlinearities, we establish pathwise uniform strong error estimates of the form $$\begin{equation*} \Big(\mathbb{E}\max_{0\le j \le N} \|U(t_j)-U^j\|_X^p\Big)^{1/p} \lesssim \sqrt{k} \end{equation*}$$ on a Hilbert space $X$ for $p\in [2,\infty)$. Here, $U$ is the mild solution and $U^j$ is the tamed exponential Euler approximation at time $t_j=jk$ with step size $k>0$. This extends previous convergence results for non-parabolic SPDEs from globally to locally Lipschitz nonlinearities, allowing both drift and diffusion to grow polynomially. In a stochastic Kato framework, we further establish local and global well-posedness as well as uniform a priori estimates for the mild solution and its approximation. Applications to nonlinear stochastic transport, Airy, wave-type, and dissipatively damped nonlinear Schrödinger equations are included, covering different nonlinearities-stopped and fractionally tamed schemes. For the Klein-Gordon equation with cubic velocity damping, this complements previous results obtained for additive noise.