Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise

DOI10.1051/m2an/2020012zbMath1466.60130arXiv1909.04571OpenAlexW3007071064WikidataQ115554686 ScholiaQ115554686MaRDI QIDQ4994015

Mihály Kovács, Annika Lang, Andreas Petersson

Publication date: 11 June 2021

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.04571

zbMATH Keywords

weak convergenceMalliavin calculusstochastic partial differential equationsfinite element methodsCrank-Nicolson methodGalerkin methodsstochastic wave equationsstochastic hyperbolic equationsrational approximations of semigroups

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic calculus of variations and the Malliavin calculus (60H07) 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)

Related Items (4)

Numerical approximation and simulation of the stochastic wave equation on the sphere ⋮ Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations ⋮ SPDE bridges with observation noise and their spatial approximation ⋮ Difference methods for time discretization of spectral fractional stochastic wave equation

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