Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691)

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

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instance of

scholarly article

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title

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

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zbMATH Open document ID

1322.65021

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DOI

10.3934/dcds.2016.36.481

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published in

Discrete and Continuous Dynamical Systems

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publication date

6 August 2015

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full work available at URL

https://arxiv.org/abs/1408.0713

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Mathematics Subject Classification ID

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semi-linear stochastic partial differential equations

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additive noise

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exponential Euler scheme

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weak convergence

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author

Xiao-Jie Wang

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MaRDI profile type

MaRDI publication profile

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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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Weak convergence for the stochastic heat equation driven by Gaussian white noise

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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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A Trigonometric Method for the Linear Stochastic Wave Equation

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Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations

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

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Ergodicity for Infinite Dimensional Systems

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Stochastic Equations in Infinite Dimensions

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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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Weak order for the discretization of the stochastic heat equation

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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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Exponential integrators

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Efficient simulation of nonlinear parabolic SPDEs with additive noise

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Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

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

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The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds

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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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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

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Weak convergence of a numerical method for a stochastic heat equation

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Galerkin Finite Element Methods for Parabolic Problems

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

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A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise

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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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