Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation

Adjoint bi-continuous semigroups and semigroups on the space of measures

For a given bi-continuous semigroup T on a Banach space X we define its adjoint on an appropriate closed subspace X^o of the norm dual X'. Under some abstract conditions this adjoint semigroup is again bi-continuous with respect to the weak topology (X^o,X). An application is the following: For K a Polish space we consider operator semigroups on the space C(K) of bounded, continuous functions (endowed with the compact-open topology) and on the space M(K) of bounded Baire measures (endowed with the weak*-topology). We show that bi-continuous semigroups on M(K) are precisely those that are adjoints of a bi-continuous semigroups on C(K). We also prove that the class of bi-continuous semigroups on C(K) with respect to the compact-open topology coincides with the class of equicontinuous semigroups with respect to the strict topology. In general, if K is not Polish space this is not the case