Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

DOI10.1016/J.JMAA.2012.08.038MaRDI QIDQ691820zbMATH OpenOpenAlexFDO

Authors Xiaojie Wang, Siqing Gan

Publication date 4 December 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2012.08.038

zbMATH Keywords

weak convergenceregularityerror estimationsemi-discretizationadditive noisesemilinear stochastic partial differential equationlinear implicit Euler method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) First-order nonlinear hyperbolic equations (35L60) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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Cited in

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• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
• Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
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• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
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