205 research outputs found

    Numerical Approximation of Stationary Distribution for SPDEs

    Full text link
    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
    • …
    corecore