
arXiv: 1811.01759
We discrete the ergodic semilinear stochastic partial differential equations in space dimension $d \leq 3$ with additive noise, spatially by a spectral Galerkin method and temporally by an exponential Euler scheme. It is shown that both the spatial semi-discretization and the spatio-temporal full discretization are ergodic. Further, convergence orders of the numerical invariant measures, depending on the regularity of noise, are recovered based on an easy time-independent weak error analysis without relying on Malliavin calculus. To be precise, the convergence order is $1-��$ in space and $\frac{1}{2}-��$ in time for the space-time white noise case and $2-��$ in space and $1-��$ in time for the trace class noise case in space dimension $d = 1$, with arbitrarily small $��>0$. Numerical results are finally reported to confirm these theoretical findings.
27 pages, to appear in: Applied Numerical Mathematics
weak approximation, Ordinary differential equations and systems with randomness, stochastic partial differential equations, invariant measure, 60H15, 60H35, 37M25, Probability (math.PR), Probabilistic methods, stochastic differential equations, Numerical Analysis (math.NA), Stochastic analysis, Approximation methods and numerical treatment of dynamical systems, FOS: Mathematics, ergodicity, exponential Euler scheme, Mathematics - Numerical Analysis, Mathematics - Probability
weak approximation, Ordinary differential equations and systems with randomness, stochastic partial differential equations, invariant measure, 60H15, 60H35, 37M25, Probability (math.PR), Probabilistic methods, stochastic differential equations, Numerical Analysis (math.NA), Stochastic analysis, Approximation methods and numerical treatment of dynamical systems, FOS: Mathematics, ergodicity, exponential Euler scheme, Mathematics - Numerical Analysis, Mathematics - Probability
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