  Stochastic evolution equations with compensated Poisson noise are considered
in the variational approach with monotone and coercive coefficients. Here the
Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity
measure on a metric space. By using finite element methods and Galerkin
approximations, some explicit and implicit discretizations for this equation
are presented and their convergence is proved. Polynomial growth condition and
linear growth condition are assumed on the drift operator, respectively for the
implicit and explicit schemes.
