Abstract
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than the autonomous equations when modelling real world phenomena. Such equations find applications in many fields such as transport in porous media, quantum fields theory, electromagnetism and nuclear physics. Numerical approximations of autonomous SPDEs are thoroughly investigated in the literature, while the non-autonomous case are not yet well understood. Here, a non-autonomous SPDE is discretized in space by the finite element method and in time by the linear implicit Euler method. We break the complexity in the analysis of the time depending, not necessarily self-adjoint linear operators with the corresponding semi group and provide the strong convergence result of the fully discrete scheme toward the mild solution. The results indicate how the converge orders depend on the regularity of the initial solution and the noise. Additionally, for additive noise we achieve convergence order in time approximately 1 under less regularity assumptions on the nonlinear drift term than required in the current literature, even in the autonomous case. Numerical simulations motivated from realistic porous media flow are provided to illustrate our theoretical finding.
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