Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme (Q4683792)
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scientific article; zbMATH DE number 6943810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme |
scientific article; zbMATH DE number 6943810 |
Statements
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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