Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

DOI10.1090/mcom/3016zbMath1332.65143arXiv1212.5564OpenAlexW2143980651MaRDI QIDQ2792366

Adam Andersson, Stig Larsson

Publication date: 9 March 2016

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.5564

zbMATH Keywords

weak convergenceMalliavin calculusfinite elementerror estimatemultiplicative noisenonlinear stochastic heat equationSPDE

Mathematics Subject Classification ID

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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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