Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise
Journal article, 2020
Galerkin methods
stochastic hyperbolic equations
Malliavin calculus
finite element methods
weak convergence
rational approximations of semigroups
Stochastic partial differential equations
crank-nicolson method
stochastic wave equations
Author
Mihaly Kovacs
Pázmány Péter Catholic University
Annika Lang
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Andreas Petersson
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Mathematical Modelling and Numerical Analysis
28227840 (ISSN) 28047214 (eISSN)
Vol. 54 6 2199-2227Approximation and simulation of Lévy-driven SPDE
Swedish Research Council (VR) (2014-3995), 2015-01-01 -- 2018-12-31.
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Mathematical Analysis
Roots
Basic sciences
DOI
10.1051/m2an/2020012