Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise

Abstract

We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter \(H \in (\frac{1}{2}, 1)\). To discretize the continuous problem in space, a spectral Galerkin method is employed, followed by the presentation of a nonlinear-tamed accelerated exponential Euler method to yield a fully discrete scheme. By showing the exponential integrability of the stochastic convolution of the fractional Brownian motion, we present the boundedness of moments of semidiscrete and full-discrete approximations. Building upon these results and the convergence of the fully discrete scheme in probability proved by a stopping time technique, we derive the strong convergence of the proposed scheme.