Sciweavers

Share
MOC
2016

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

4 years 3 months ago
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an earlier result of Debussche in which time discretization is considered for the stochastic heat equation perturbed by white noise. It is known that this equation has a solution only in one space dimension. In order to obtain results for higher dimensions, colored noise is considered here, besides white noise in one dimension. Integration by parts in the Malliavin sense is used in the proof. The rate of weak convergence is, as expected, essentially twice the rate of strong convergence.
Adam Andersson, Stig Larsson
Added 08 Apr 2016
Updated 08 Apr 2016
Type Journal
Year 2016
Where MOC
Authors Adam Andersson, Stig Larsson
Comments (0)
books