NDLI: Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Noise

Content Provider	Semantic Scholar
Author	Larsson, Stig Lindgren, Fredrik
Copyright Year	2009
Abstract	We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive Lévy noise. We first derive a representation formula for the error which we then apply to study space-time discretizations of the stochastic heat equation, a Volterra-type integro-differential equation, and the wave equation as examples. For twice continuously differentiable test functions with bounded second derivative (with an additional condition on the second derivative for the wave equation) the weak rate of convergence is found to be twice the strong rate. The results extend earlier work by two of the authors, as we consider general square-integrable infinite-dimensional Lévy processes and do not require boundedness of the test functions and their first derivative. Furthermore, the present framework is applicable to both hyperbolic and parabolic equations, and even to stochastic Volterra integro-differential equations.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://publications.lib.chalmers.se/records/fulltext/local_165672.pdf
Alternate Webpage(s)	http://www.math.chalmers.se/~stig/papers/KLLweaktime.pdf
Alternate Webpage(s)	http://www.maths.otago.ac.nz/~mkovacs/KLLweak.pdf
Alternate Webpage(s)	http://www.maths.otago.ac.nz/~mkovacs/37.pdf
Alternate Webpage(s)	http://www.math.tu-dresden.de/sto/schilling/sources/pa/schilling72.pdf
Alternate Webpage(s)	http://www.maths.otago.ac.nz/~mkovacs/fullweak.pdf
Alternate Webpage(s)	http://publications.lib.chalmers.se/records/fulltext/local_156010.pdf
Alternate Webpage(s)	http://www.math.chalmers.se/Math/Research/Preprints/2009/37.pdf
Alternate Webpage(s)	http://publications.lib.chalmers.se/records/fulltext/local_143811.pdf
Alternate Webpage(s)	http://www.math.chalmers.se/~stig/papers/KLLweak.pdf
Alternate Webpage(s)	http://www.cs.chalmers.se/~stig/papers/KLLweak.pdf
Language	English
Access Restriction	Open
Subject Keyword	Accountable Health Plans Additive model Additive white Gaussian noise Approximation Biological Evolution Convergence (action) Finite element method Requirement Utility functions on indivisible goods
Content Type	Text
Resource Type	Article

Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302

See location in the Map
03222 282435
Mail: support@ndl.gov.in

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in