Discrete-to-continuum limits of semilinear stochastic evolution equations in Banach spaces

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Authors: Yves van Gennip, Jonas Latz, Joshua S. Willems
Cited by: 0

Abstract

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate uniformity and convergence conditions on the linear operators, nonlinear drifts and initial data, we establish convergence of the associated mild solution processes when lifted to a common state space. Our framework is applied to the case where the limiting problem is a stochastic partial differential equation whose linear part is a generalized Whittle-Matérn operator on a manifold $\mathcal{M}$, discretized by a sequence of graphs constructed from a (random) point cloud. In this setting we obtain various discrete-to-continuum convergence results for solutions lifted to $L^q(\mathcal{M})$ for $q \in [2,\infty]$, one of which recovers the $L^\infty$-convergence of a finite-difference discretization of certain (fractional) stochastic Allen-Cahn equations.

Fields of Study & Subjects

Stochastic processes and financial applications Advanced Mathematical Modeling in Engineering Nonlinear Partial Differential Equations

Publication details

Journal / source
Journal of Differential Equations
Volume
481
Pages
114628–114628
Publication date
23 July 2026
Language
EN