Numerical analysis of hybrid neutral stochastic partial differential equations

Most stochastic partial differential equations do not have explicit solutions.Recently,numerical schemes for stochastic partial differential equations are becoming more popular.In this paper,the convergence rate of numerical solutions for a class of hybrid neutral stochastic partial differential equations is studied.By using a Galerkin method,a spatial discretization of the model is first presented.Then a time discretization is given by using a stochastic exponential integrator.The convergence rate of the numerical solutions is obtained by tools of semigroup and stochastic analysis and some results in finite dimensions are generalized.