Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

Author:

Bréhier Charles-Edouard,Kopec Marie

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Computational Mathematics,General Mathematics

Reference33 articles.

1. Weak convergence for a spatial approximation of the nonlinear stochastic heat equation;Andersson,;Math. Comp.,2016

2. Strong and weak orders in averaging for SPDEs

3. Approximation of the Invariant Measure with an Euler Scheme for Stochastic PDEs Driven by Space-Time White Noise

4. BrÉhier, C.-E. & Vilmart, G. (2015) High-order integrator for sampling the invariant distribution of a class of parabolic SPDEs with additive space-time noise. To appear in Siam Journal on Scientific Computing, 2016+; preprint http://arxiv.org/abs/1505.05061

5. BrÉzis, H. (1994) Functional Analysis. Theory and Applications. Analyse Fonctionnelle. Théorie et Applications. Collection Mathématiques Appliquées pour la Maîtrise. Paris:Masson. 248p.

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