Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
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Publication:2436549
DOI10.1007/s11118-013-9338-9zbMath1286.35010arXiv1202.2707MaRDI QIDQ2436549
Publication date: 25 February 2014
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.2707
35A35: Theoretical approximation in context of PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
37L40: Invariant measures for infinite-dimensional dissipative dynamical systems
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