Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs

DOI10.5802/smai-jcm.110zbMATH Open1541.60049MaRDI QIDQ6574919

C. E. Bréhier

Publication date: 19 July 2024

Published in: The SMAI journal of computational mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsasymptotic preserving schemesEuler schemesinfinite-dimensional Kolmogorov equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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