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

DOI10.1016/j.jmaa.2012.08.038zbMath1260.65006OpenAlexW2023340798MaRDI QIDQ691820

Si-qing Gan, Xiao-Jie Wang

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

regularityweak convergenceerror estimationsemi-discretizationadditive noisesemilinear stochastic partial differential equationlinear implicit Euler method

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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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