Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

DOI10.1093/imanum/drw030zbMath1433.65249arXiv1311.7030OpenAlexW2963206289MaRDI QIDQ4683792

Charles-Edouard Bréhier, Marie Kopec

Publication date: 26 September 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.7030

zbMATH Keywords

finite element method stochastic partial differential equations weak approximation Poisson equation Euler scheme invariant measures and ergodicity

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) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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