Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Employing Galerkin finite element methods closes the gap between theoretical convergence results and standard PDE solvers in widely used software packages Derives the optimal order of strong convergence through optimal regularity results Includes a self-contained introduction to Malliavin calculus Effectively approaches weak convergence for SPDEs with stochastic coefficients by avoiding KolmogorovÂ’s backward equation Includes supplementary material: sn.pub/extras