We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process. The
equation is spatially discretized by Galerkin methods and temporally discretized by drift-implicit Euler and Milstein schemes. By the monotone and Lyapunov assumptions, we use both the variational and semigroup approaches to derive a spatial Sobolev regularity under the $L_omega^p L_t^infty dot H^{1+gamma}$-norm and a temporal Holder regularity under the $L_omega^p L_x^2$-norm for the solution of the proposed equation with an $dot H^{1+gamma}$-valued initial datum for $gammain [0,1]$. Then we make full use of the monotonicity of the equation and tools from stochastic calculus to derive the sharp strong convergence rates $O(h^{1+gamma}+tau^{1/2})$ and $O(h^{1+gamma}+tau^{(1+gamma)/2})$ for the Galerkin-based Euler and Milstein schemes, respectively.
We study the acceleration of steady-state computation for microflow, which is modeled by the high-order moment models derived recently from the steady-state Boltzmann equation with BGK-type collision term. By using the lower-order model correction, a
novel nonlinear multi-level moment solver is developed. Numerical examples verify that the resulting solver improves the convergence significantly thus is able to accelerate the steady-state computation greatly. The behavior of the solver is also numerically investigated. It is shown that the convergence rate increases, indicating the solver would be more efficient, as the total levels increases. Three order reduction strategies of the solver are considered. Numerical results show that the most efficient order reduction strategy would be $m_{l-1} = lceil m_{l} / 2 rceil$.
