On the Richardson acceleration of finite elements schemes for parabolic SPDEs

Annie Millet (1) , Istvan Gyöngy

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

Mots clés: approximation scheme; error expansion; acceleration method; finite elements

Domaines: Probabilités [math.PR]

Annie Millet, Istvan Gyöngy. On the Richardson acceleration of finite elements schemes for parabolic SPDEs. Stochastic Partial Differential Equations and Applications - IX, Jan 2014, Levico Italy. ⟨hal-01247414⟩