Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
Journal article, 2009
Error estimate
Parabolic equation
Stochastic
Weak convergence
Additive noise
Wiener process
Finite element
Author
Matthias Geissert
Technische Universität Darmstadt
Mihaly Kovacs
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
Stig Larsson
Chalmers, Mathematical Sciences, Mathematics
University of Gothenburg
BIT (Copenhagen)
0006-3835 (ISSN) 15729125 (eISSN)
Vol. 49 2 343-356Subject Categories
Computational Mathematics
DOI
10.1007/s10543-009-0227-y