Abstract
This chapter contains our analysis of the strong error of convergence for Galerkin finite element approximation of stochastic evolution equation and is a slightly modified version of Kruse (IMA J. Numer. Anal., 2013). Our two main results in Sects. 3.4 and 3.6 are concerned with the error of the spatially semidiscrete approximation and of the spatio-temporal discretization of the mild solution.
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Kruse, R. (2014). Optimal Strong Error Estimates for Galerkin Finite Element Methods. In: Strong and Weak Approximation of Semilinear Stochastic Evolution Equations. Lecture Notes in Mathematics, vol 2093. Springer, Cham. https://doi.org/10.1007/978-3-319-02231-4_3
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