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

DOI10.1007/s10543-012-0405-1zbMath1280.65009arXiv1203.2029WikidataQ60580286 ScholiaQ60580286MaRDI QIDQ2376859

Mihály Kovács, Stig Larsson, Fredrik Lindgren

Publication date: 26 June 2013

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.2029

zbMATH Keywords

weak convergence; wave equation; Wiener process; finite element; parabolic equation; error estimate; hyperbolic equation; rational approximation; additive noise; time discretization; stochastic evolution equations; Cahn-Hilliard-Cook equation

Mathematics Subject Classification ID

35K05: Heat equation

35L05: Wave equation

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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Cites Work