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Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise

Authors :
Bréhier, Charles-Edouard
Cox, Sonja
Millet, Annie
Publication Year :
2024

Abstract

We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the known results regarding strong convergence; we obtain essential weak convergence rate 2. As expected, this is twice the known strong rate. The main ingredients of the proof are novel regularity results on the solutions of the associated Kolmogorov equations.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2412.18338
Document Type :
Working Paper