Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
DOI10.1051/m2an/2020012zbMath1466.60130arXiv1909.04571WikidataQ115554686 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
weak convergence; Malliavin calculus; stochastic partial differential equations; finite element methods; Crank-Nicolson method; Galerkin methods; stochastic wave equations; stochastic hyperbolic equations; rational approximations of semigroups
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
60H07: Stochastic calculus of variations and the Malliavin calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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