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title:
Weak order of convergence for some semi-discrete schemes for Burgers like SPDEs |
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name:
Printems |
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first name:
Jacques
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location/conference:
SPDE09
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PRESENTATION-link:
http://www.dfg-spp1324.de/download/spde09/material/printems.pdf |
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abstract:
First, I will recall some known results concerning weak and strong order of convergence of numerical schemes applied to some SPDEs driven by space-time noise. I will also give some examples of the typical difficulties encountered. Then I will consider two semi-discrete schemes for SPDEs of Burgers type in the additive case and give some results of rate of convergence for the weak error. |
