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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