Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise (Q832591): Difference between revisions

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scientific article

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English	Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise	scientific article

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instance of

scholarly article

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title

Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise (English)

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author

Ladislas Jacobe de Naurois

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Arnulf Jentzen

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Timo Welti

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published in

Applied Mathematics and Optimization

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publication date

25 March 2022

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full work available at URL

https://arxiv.org/abs/1508.05168

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zbMATH Keywords

weak convergence

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stochastic wave equations

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multiplicative noise

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hyperbolic Anderson model

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spatial approximation

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MaRDI profile type

MaRDI publication profile

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cites work

Weak error analysis for semilinear stochastic Volterra equations with additive noise

0 references

Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

0 references

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise

0 references

Strong and weak orders in averaging for SPDEs

0 references

Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise

0 references

Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

0 references

A Trigonometric Method for the Linear Stochastic Wave Equation

0 references

A fully discrete approximation of the one-dimensional stochastic wave equation

0 references

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

0 references

Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1

0 references

A mild Itô formula for SPDEs

0 references

Non-explosion, boundedness, and ergodicity for stochastic semilinear equations

0 references

Q3605387

0 references

Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations

0 references

Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation

0 references

Weak approximation of stochastic partial differential equations: the nonlinear case

0 references

Weak order for the discretization of the stochastic heat equation

0 references

Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

0 references

Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations

0 references

Q4426095

0 references

Weak approximation of the stochastic wave equation

0 references

Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations

0 references

Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients

0 references

Q4004325

0 references

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

0 references

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes

0 references

Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

0 references

Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise

0 references

Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term

0 references

Weak order for the discretization of the stochastic heat equation driven by impulsive noise

0 references

Stochastic partial differential equations: an introduction

0 references

Lower bounds and nonuniform time discretization for approximation of stochastic heat equations

0 references

OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

0 references

Space semi-discretisations for a stochastic wave equation

0 references

Dynamics of evolutionary equations

0 references

Weak convergence of a numerical method for a stochastic heat equation

0 references

Persistent energy flow for a stochastic wave equation model in nonequilibrium statistical mechanics

0 references

Q3747436

0 references

On numerical solutions of the stochastic wave equation

0 references

An exponential integrator scheme for time discretization of nonlinear stochastic wave equation

0 references

Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

0 references

Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

0 references

Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise

0 references

Identifiers

zbMATH Open document ID

1485.60061

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DOI

10.1007/s00245-020-09744-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:832591

@@ Property / arXiv ID @@
+.05168
@@ Property / arXiv ID: 1508.05168 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak error analysis for semilinear stochastic Volterra equations with additive noise
+Normal rank
@@ Property / cites work @@
+Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+Strong and weak orders in averaging for SPDEs
@@ Property / cites work: Strong and weak orders in averaging for SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
+Normal rank
@@ Property / cites work @@
+Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
+Normal rank
@@ Property / cites work @@
+A Trigonometric Method for the Linear Stochastic Wave Equation
+Normal rank
@@ Property / cites work @@
+A fully discrete approximation of the one-dimensional stochastic wave equation
+Normal rank
@@ Property / cites work @@
+Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
+Normal rank
@@ Property / cites work @@
+Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
+Normal rank
@@ Property / cites work @@
+A mild Itô formula for SPDEs
@@ Property / cites work: A mild Itô formula for SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
+Normal rank
@@ Property / cites work @@
+Q3605387
@@ Property / cites work: Q3605387 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation
+Normal rank
@@ Property / cites work @@
+Weak approximation of stochastic partial differential equations: the nonlinear case
+Normal rank
@@ Property / cites work @@
+Weak order for the discretization of the stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
+Normal rank
@@ Property / cites work @@
+Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations
+Normal rank
@@ Property / cites work @@
+Q4426095
@@ Property / cites work: Q4426095 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak approximation of the stochastic wave equation
+Normal rank
@@ Property / cites work @@
+Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations
+Normal rank
@@ Property / cites work @@
+Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
+Normal rank
@@ Property / cites work @@
+Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
+Normal rank
@@ Property / cites work @@
+Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
+Normal rank
@@ Property / cites work @@
+Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise
+Normal rank
@@ Property / cites work @@
+Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term
+Normal rank
@@ Property / cites work @@
+Weak order for the discretization of the stochastic heat equation driven by impulsive noise
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations: an introduction
+Normal rank
@@ Property / cites work @@
+Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
+Normal rank
@@ Property / cites work @@
+OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES
+Normal rank
@@ Property / cites work @@
+Space semi-discretisations for a stochastic wave equation
+Normal rank
@@ Property / cites work @@
+Dynamics of evolutionary equations
@@ Property / cites work: Dynamics of evolutionary equations / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of a numerical method for a stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Persistent energy flow for a stochastic wave equation model in nonequilibrium statistical mechanics
+Normal rank
@@ Property / cites work @@
+Q3747436
@@ Property / cites work: Q3747436 / rank @@
+Normal rank
@@ Property / cites work @@
+On numerical solutions of the stochastic wave equation
+Normal rank
@@ Property / cites work @@
+An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
+Normal rank
@@ Property / cites work @@
+Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
+Normal rank
@@ Property / cites work @@
+Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
+Normal rank