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Numerical Approximation of Stationary Distribution for SPDEs
In this paper, we show that the exponential integrator scheme both in spatial
discretization and time discretization for a class of stochastic partial
differential equations has a unique stationary distribution whenever the
stepsize is sufficiently small, and reveal that the weak limit of the law for
the exponential integrator scheme is in fact the counterpart for the stochastic
partial differential equation considered.Comment: P2
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