Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (Q2690097)

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English	Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise	scientific article

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instance of

scholarly article

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title

Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise (English)

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Results in Applied Mathematics

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publication date

15 March 2023

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zbMATH Keywords

semilinear parabolic partial differential equations

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finite element method

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weak convergence

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additive noise

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.rinam.2022.100351

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cites work

Stochastic Equations in Infinite Dimensions

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A concise course on stochastic partial differential equations

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Efficient simulation of nonlinear parabolic SPDEs with additive noise

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Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

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Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise

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Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

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A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation

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Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

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Weak convergence for a spatial approximation of the nonlinear stochastic heat equation

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Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

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Weak order for the discretization of the stochastic heat equation

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Weak approximation of stochastic partial differential equations: the nonlinear case

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Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient

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Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise

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Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise

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

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Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus

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Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes

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Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise

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Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE

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A duality approach for the weak approximation of stochastic differential equations

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Strong and weak approximation of semilinear stochastic evolution equations

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Q3425601

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Q3126800

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An exponential integrator scheme for time discretization of nonlinear stochastic wave equation

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Geometric theory of semilinear parabolic equations

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Characterization of the domain of fractional powers of a class of elliptic differential operators with feedback boundary conditions

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Error estimates for semidiscrete Galerkin type approximations to semilinear evolution equations with nonsmooth initial data

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Q4360234

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Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation

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Identifiers

zbMATH Open document ID

1505.65013

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DOI

10.1016/j.rinam.2022.100351

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2690097