Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme (Q4683792): Difference between revisions

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Revision as of 20:20, 19 March 2024

scientific article; zbMATH DE number 6943810
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Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
scientific article; zbMATH DE number 6943810

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    Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme (English)
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    26 September 2018
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    stochastic partial differential equations
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    invariant measures and ergodicity
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    weak approximation
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    Euler scheme
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    finite element method
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    Poisson equation
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