A numerical scheme for stochastic PDEs with Gevrey regularity

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Semidiscrete Galerkin Approximation for a Linear Stochastic Parabolic Partial Differential Equation Driven by an Additive Noise (2004, background): “Further contributions include Allen, Novosel and Zhang [1], Benth and Gjerde [2], Davie and Gaines [8], Du and Zhang [10], Gy¨ ongy [13, 14], Hausenblas [16, 17], Kloeden and Shott [18], Lord and Rougemont [ 19 ], Printems [23], Shardlow [24], Theting [25, 26], Yan [29], etc.”
A mild Itô formula for SPDEs (2010, background): “ ∈ N, are thus nothing else but appropriate time continuous interpolations of exponential Euler approximations (a.k.a. splitting-up approximations or exponential integrator approximations; see, e.g., [37, 74, 17, 77] and the references therein). Note that the mild drift (131) and the mild diﬀusion (”
The Numerical Approximation of Stochastic Partial Differential Equations (2009, background): “Similarly, in 2004 Lord & Rougemont [84] discretized the Galerkin-SODE (3.”
Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise (2009, background): “See, for example, Gyöngy & Nualart (1995, 1997), Grecksch & Kloeden (1996), Gyöngy (1998, 1999), Shardlow (1999), Davie & Gaines (2000), Kloeden & Shott (2001), Hausenblas (2003), Lord & Rougemont (2004) and Müller-Gronbach & Ritter (2007).”