Weak convergence of fully discrete finite element approximations of semilinear hyperbolic SPDE with additive noise

Abstract

The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by additive noise is considered. A standard finite element method is employed for the spatial approximation and a a rational approximation of the exponential function for the temporal approximation. First, strong convergence of this approximation in both positive and negative order norms is proven. With the help of Malliavin calculus techniques this result is then used to deduce weak convergence rates for the class of twice continuously differentiable test functions with polynomially bounded derivatives. Under appropriate assumptions on the parameters of the equation, the weak rate is found to be essentially twice the strong rate. This extends earlier work by one of the authors to the semilinear setting. Numerical simulations illustrate the theoretical results.