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

DOI10.1007/S11118-013-9338-9zbMath1286.35010arXiv1202.2707OpenAlexW2963468480MaRDI QIDQ2436549

Charles-Edouard Bréhier

Publication date: 25 February 2014

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.2707

zbMATH Keywords

weak approximationinvariant measures and ergodicity

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

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