Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

DOI10.1137/18M1215554zbMath1420.60093arXiv1806.01564OpenAlexW2963100988WikidataQ115246927 ScholiaQ115246927MaRDI QIDQ5232308

Jialin Hong, Jianbo Cui

Publication date: 2 September 2019

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.01564

zbMATH Keywords

finite element methodMalliavin calculusKolmogorov equationstochastic Allen-Cahn equationone-sided Lipschitz coefficientstrong and weak convergence rate

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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