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Bibliographic Details
Main Author: Prasad, Mangala
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.12816
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author Prasad, Mangala
author_facet Prasad, Mangala
contents A standard finite element method discretizes the stochastic linear Schrödinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established that the weak convergence rate is twice that of the strong convergence.
format Preprint
id arxiv_https___arxiv_org_abs_2503_12816
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Weak Convergence of Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise
Prasad, Mangala
Probability
Numerical Analysis
A standard finite element method discretizes the stochastic linear Schrödinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established that the weak convergence rate is twice that of the strong convergence.
title Weak Convergence of Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise
topic Probability
Numerical Analysis
url https://arxiv.org/abs/2503.12816