Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
2014 ◽
Vol 51
(3)
◽
pp. 858-873
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Keyword(s):
In this paper we discuss an exponential integrator scheme, based on spatial discretization and time discretization, for a class of stochastic partial differential equations. We show that the scheme has a unique stationary distribution whenever the step size is sufficiently small, and that the weak limit of the stationary distribution of the scheme as the step size tends to 0 is in fact the stationary distribution of the corresponding stochastic partial differential equations.
2014 ◽
Vol 51
(03)
◽
pp. 858-873
◽
2014 ◽
Vol 17
(04)
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pp. 1450031
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2008 ◽
Vol 465
(2102)
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pp. 649-667
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2002 ◽
Vol 40
(4)
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pp. 1421-1445
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Vol 77
(1)
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pp. 205-244
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Vol 89
(18)
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pp. 2441-2442
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Vol 235
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pp. 1245-1260
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Vol 46
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pp. 773-811
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1998 ◽
Vol 14
(4)
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pp. 883-903