Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs
Preprint, 2019
finite element method
stochastic heat equation
weak convergence
white noise
parabolic Anderson model
multiplicative noise
numerical approximation
Lyapunov equations
stochastic partial differential equations
Author
Adam Andersson
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Smarter AI Sweden
Annika Lang
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Andreas Petersson
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Leander Schroer
Sopra Steria SE
Approximation and simulation of Lévy-driven SPDE
Swedish Research Council (VR) (2014-3995), 2015-01-01 -- 2018-12-31.
Stochastics for big data and big systems - bridging local and global
Knut and Alice Wallenberg Foundation (KAW2012,0067), 2013-01-01 -- 2018-09-01.
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Mathematical Analysis
Roots
Basic sciences