Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
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Publication:2391030
DOI10.1007/s10543-009-0227-yzbMath1171.65005OpenAlexW1991395770WikidataQ59593885 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
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) 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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