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arXiv · 2412.18338

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

Charles-Edouard Bréhier·Sonja Cox·Annie Millet
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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.

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Charles-Edouard Bréhier, Sonja Cox, Annie Millet. 2024-12-24. Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise. https://arxiv.org/abs/2412.18338

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