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

DOI10.1007/s10543-012-0405-1zbMath1280.65009arXiv1203.2029OpenAlexW2032338111WikidataQ60580286 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 convergencewave equationWiener processfinite elementparabolic equationerror estimatehyperbolic equationrational approximationadditive noisetime discretizationstochastic evolution equationsCahn-Hilliard-Cook equation

Mathematics Subject Classification ID

Heat equation (35K05) Wave equation (35L05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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