A unified approach is given for the analysis of the weak error of spatially semidiscrete finite element methods for linear stochastic partial differential equations driven by additive noise. An error representation formula is found in an abstract setting based on the semigroup formulation of stochastic evolution equations. This is then applied to the stochastic heat, linearized Cahn-Hilliard, and wave equations. In all cases it is found that the rate of weak convergence is twice the rate of strong convergence, sometimes up to a logarithmic factor, under the same or, essentially the same, regularity requirements
International audienceWe consider stochastic semi-linear evolution equations which are driven by add...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Abstract. A unified approach is given for the analysis of the weak error of spatially semidiscrete f...
This thesis is concerned with numerical approximation of linear stochastic partial differential equa...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
This paper aims to investigate the finite element weak convergence rate for semilinear parabolic sto...
Tambue A, Mukam JD. Weak convergence of the finite element method for semilinear parabolic SPDEs dri...
We consider stochastic semi-linear evolution equations which are driven by additive, spatially corre...
We consider stochastic semi-linear evolution equations which are driven by additive, spatially corre...
International audienceWe consider stochastic semi-linear evolution equations which are driven by add...
Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additiv...
International audienceWe consider stochastic semi-linear evolution equations which are driven by add...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Abstract. A unified approach is given for the analysis of the weak error of spatially semidiscrete f...
This thesis is concerned with numerical approximation of linear stochastic partial differential equa...
This thesis is concerned with numerical approximation of linear stochastic partialdifferential equat...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
This paper aims to investigate the finite element weak convergence rate for semilinear parabolic sto...
Tambue A, Mukam JD. Weak convergence of the finite element method for semilinear parabolic SPDEs dri...
We consider stochastic semi-linear evolution equations which are driven by additive, spatially corre...
We consider stochastic semi-linear evolution equations which are driven by additive, spatially corre...
International audienceWe consider stochastic semi-linear evolution equations which are driven by add...
Semidiscrete finite element approximation of the linear stochastic wave equation (LSWE) with additiv...
International audienceWe consider stochastic semi-linear evolution equations which are driven by add...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...
The numerical approximation of the mild solution to a semilinear stochastic wave equation driven by ...