Weak convergence of a numerical method for a stochastic heat equation (Q1397990)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak convergence of a numerical method for a stochastic heat equation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of a numerical method for a stochastic heat equation |
scientific article |
Statements
Weak convergence of a numerical method for a stochastic heat equation (English)
0 references
6 August 2003
0 references
The author considers the weak convergence of a numerical method for a stochastic partial differential equation of the type of a heat equation. Space-time Brownian motion drives the heat equation. A finite difference discretisation in space and time is combined with a spectral approximation.
0 references
initial-boundary value problems
0 references
stochastic partial differential equation
0 references
spectral method
0 references
weak convergence
0 references
heat equation
0 references
Brownian motion
0 references
finite difference
0 references
