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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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