The Royal Swedish Academy of Sciences
Institut Mittag-Leffler

Preprints 2007 fall - Stochastic Partial Differential Equations

20 - Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
Matthias Geissert, Mihaly Kovacs, Stig Larsson

Keywords: finite element, parabolic equation, stochastic, additive noise, Wiener process, error estimate, weak convergence
MSC Primary: 65M60
MSC Secondary: 60H15

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