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Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs
Preprint, 2019

white noise

stochastic heat equation

stochastic partial differential equations

weak convergence

parabolic Anderson model

Lyapunov equations

multiplicative noise

numerical approximation

finite element method

## Author

### Adam Andersson

Smarter AI Sweden

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

### Annika Lang

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

### Andreas Petersson

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

### Leander Schroer

Sopra Steria SE

### Stochastics for big data and big systems - bridging local and global

Knut and Alice Wallenberg Foundation, 2013-01-01 -- 2018-09-01.

### Approximation and simulation of Lévy-driven SPDE

Swedish Research Council (VR), 2015-01-01 -- 2018-12-31.

### Subject Categories

Computational Mathematics

Probability Theory and Statistics

Mathematical Analysis

### Roots

Basic sciences