Weak Convergence of a Numerical Method for a Stochastic Heat Equation Export

@article{citeulike:1995874, abstract = {Weak convergence with respect to a space of twice continuously differentiable test functions is established for a discretisation of a heat equation with homogeneous Dirichlet boundary conditions in one dimension, forced by a space-time Brownian motion. The discretisation is based on finite differences in space and time, incorporating a spectral approximation in space to the Brownian motion.}, author = {Shardlow, Tony}, citeulike-article-id = {1995874}, citeulike-linkout-0 = {http://dx.doi.org/10.1023/A:1023661308243}, day = {1}, doi = {10.1023/A:1023661308243}, journal = {BIT Numerical Mathematics}, keywords = {numerics, spde}, month = {March}, number = {1}, pages = {179--193}, posted-at = {2009-02-06 19:14:33}, priority = {2}, title = {Weak Convergence of a Numerical Method for a Stochastic Heat Equation}, url = {http://dx.doi.org/10.1023/A:1023661308243}, volume = {43}, year = {2003} }

TY - JOUR ID - citeulike:1995874 L3 - citeulike-article-id:1995874 N2 - Weak convergence with respect to a space of twice continuously differentiable test functions is established for a discretisation of a heat equation with homogeneous Dirichlet boundary conditions in one dimension, forced by a space-time Brownian motion. The discretisation is based on finite differences in space and time, incorporating a spectral approximation in space to the Brownian motion. IS - 1 JF - BIT Numerical Mathematics EP - 193 TI - Weak Convergence of a Numerical Method for a Stochastic Heat Equation VL - 43 SP - 179 KW - numerics KW - spde AU - Shardlow, Tony PY - 2003/03/01/ UR - http://dx.doi.org/10.1023/A:1023661308243 ER -