Article Dans Une Revue SMAI Journal of Computational Mathematics Année : 2024

Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs

Résumé

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation vanishes, the slow component converges to the solution of a limiting evolution equation, which is captured when the time-step size ∆t vanishes by a limiting scheme. The objective of this work is to prove weak error estimates which are uniform with respect to , in terms of ∆t: the scheme satisfies a uniform accuracy property. This is a non trivial generalization of the recent article [10] in an infinite dimensional framework. The fast component is discretized using the modified Euler scheme for SPDEs introduced in the recent work [5]. Proving the weak error estimates requires delicate analysis of the regularity properties of solutions of infinite dimensional Kolmogorov equations.

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hal-03614537 , version 1 (20-03-2022)

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Charles-Edouard Bréhier. Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs. SMAI Journal of Computational Mathematics, 2024, 10, pp.175-228. ⟨10.5802/smai-jcm.110⟩. ⟨hal-03614537⟩
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