Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps

Abstract and Applied Analysis

Research Article

Junhao Hu²  Yan Li¹ 

[1] Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, China, hust.edu.cn;College of Science, Huazhong Agriculture University, Wuhan 430074, China, hzau.edu.cn;College of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, China, scuec.edu.cn

Others  :  1296466
DOI  :  10.1155/2013/128625

 received in 2013-01-03, accepted in 2013-03-21,  发布年份 2013

【 摘 要 】

We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.

【 授权许可】

CC BY   
Copyright © 2013 Yan Li and Junhao Hu. 2013

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