The global discretisation error is estimated for strong time discretisations of finite dimensional Ito stochastic differential equations (SDEs) which are Galerkin approximations of a class of parabolic stochastic partial differential equation (SPDE) with a strongly monotone linear operator with eigenvalues λ1 ≤ λ2 ≤ … in its drift term. If an order γ strong Taylor scheme with time-step δ is applied to the N dimensional Ito-Galerkin SDE, the discretisation error is bounded above by
where [x] is the integer part of the real number x and the constant K depends on the initial value, bounds on the other coefficients in the SPDE and the length of the time interval under consideration.
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