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Numerical Schemes for Rough Parabolic Equations
This paper is devoted to the study of numerical approximation schemes for a
class of parabolic equations on (0, 1) perturbed by a non-linear rough signal.
It is the continuation of [8, 7], where the existence and uniqueness of a
solution has been established. The approach combines rough paths methods with
standard considerations on discretizing stochastic PDEs. The results apply to a
geometric 2-rough path, which covers the case of the multidimensional
fractional Brownian motion with Hurst index H \textgreater{} 1/3.Comment: Applied Mathematics and Optimization, 201
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