Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

DOI10.1007/s10543-011-0344-2zbMath1242.65010OpenAlexW2152361411WikidataQ59593867 ScholiaQ59593867MaRDI QIDQ766225

Mihály Kovács, Stig Larsson, Fredrik Lindgren

Publication date: 23 March 2012

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://research.chalmers.se/en/publication/143811

zbMATH Keywords

strong convergenceWiener processstrongly continuous semigroupHilbert spacefinite elementerror estimatestochastic heat equationadditive noisestochastic wave equationsstochastic Cahn-Hilliard equationlinear stochastic evolution equationsabstract stochastic Cauchy problemCook equationweak error representation formula

Mathematics Subject Classification ID

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 partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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)

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