Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (Q1737953): Difference between revisions

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

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scholarly article

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

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The Annals of Applied Probability

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publication date

24 April 2019

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full work available at URL

https://arxiv.org/abs/1408.1108

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https://projecteuclid.org/euclid.aoap/1548298927

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zbMATH Keywords

SPDE

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stochastic partial differential equation

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weak convergence rate

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Galerkin approximation

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mild Itô formula

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MaRDI profile type

MaRDI publication profile

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Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces

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On the differentiability of solutions of stochastic evolution equations with respect to their initial values

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Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

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

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

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

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On stochastic convolution in banach spaces and applications

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Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation

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Parabolic Anderson problem and intermittency

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

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Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions

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A mild Itô formula for SPDEs

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Stochastic Equations in Infinite Dimensions

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Stochastic Equations in Infinite Dimensions

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

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

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Weak approximation of stochastic partial differential equations: the nonlinear case

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Semigroup Splitting and Cubature Approximations for the Stochastic Navier–Stokes Equations

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

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Mittag-Leffler Functions, Related Topics and Applications

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Weak approximation of the stochastic wave equation

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

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Exponential moments for numerical approximations of stochastic partial differential equations

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Geometric theory of semilinear parabolic equations

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

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

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Strong and weak approximation of semilinear stochastic evolution equations

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

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

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Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations

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OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES

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Dynamics of evolutionary equations

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Weak convergence of a numerical method for a stochastic heat equation

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Stochastic Integration in Banach Spaces – a Survey

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Stochastic evolution equations in UMD Banach spaces

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

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

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

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Identifiers

zbMATH Open document ID

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10.1214/17-AAP1352

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1737953

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