Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

DOI10.1007/s10543-009-0227-yzbMath1171.65005WikidataQ59593885 ScholiaQ59593885MaRDI QIDQ2391030

Mihály Kovács, Stig Larsson, Matthias Geissert

Publication date: 24 July 2009

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-009-0227-y

zbMATH Keywords

weak convergence; finite element method; stochastic parabolic equation

Mathematics Subject Classification ID

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)

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