89 citations · 914 across the 31 of their papers we have counts for
Showing 2012 · math.NAShow all
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math.NA2012★ 89 cited
Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
Adam Andersson, Stig Larsson
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is…
math.NA2012★ 63 cited
A trigonometric method for the linear stochastic wave equation
D. Cohen, S. Larsson, M. Sigg
A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation…
math.NA2012★ 49 cited
Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes
M. Kovács, S. Larsson, F. Lindgren
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an ab…