Weak order for the discretization of the stochastic heat equation

DOI10.1090/S0025-5718-08-02184-4zbMath1215.60043arXiv0710.5450MaRDI QIDQ3055122

Jacques Printems, Arnaud Debussche

Publication date: 7 November 2010

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

Full work available at URL: https://arxiv.org/abs/0710.5450

zbMATH Keywords

finite elementsstochastic heat equationweak approximation\(\theta\)-methodadditive noise

Mathematics Subject Classification ID

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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