Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
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| _version_ | 1866910761807249408 |
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| author | Bréhier, Charles-Edouard Cox, Sonja Millet, Annie |
| author_facet | Bréhier, Charles-Edouard Cox, Sonja Millet, Annie |
| contents | We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the known results regarding strong convergence; we obtain essential weak convergence rate 2. As expected, this is twice the known strong rate. The main ingredients of the proof are novel regularity results on the solutions of the associated Kolmogorov equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_18338 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise Bréhier, Charles-Edouard Cox, Sonja Millet, Annie Probability Numerical Analysis Analysis of PDEs We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the known results regarding strong convergence; we obtain essential weak convergence rate 2. As expected, this is twice the known strong rate. The main ingredients of the proof are novel regularity results on the solutions of the associated Kolmogorov equations. |
| title | Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise |
| topic | Probability Numerical Analysis Analysis of PDEs |
| url | https://arxiv.org/abs/2412.18338 |