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