Abstract
In this chapter we illustrate our theoretical findings for the spatially semidiscrete approximation through a series of numerical experiments. The details of the applied spatial discretization are developed in the first section. In particular, our experiments consider the stochastic heat equation with and without inhomogeneities in Sects. 6.2 and 6.3 Further, in Sects. 6.4 and 6.5 we are concerned with the geometric Brownian motion in infinite dimensions, again with and without inhomogeneities.
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Kruse, R. (2014). Numerical Experiments. In: Strong and Weak Approximation of Semilinear Stochastic Evolution Equations. Lecture Notes in Mathematics, vol 2093. Springer, Cham. https://doi.org/10.1007/978-3-319-02231-4_6
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DOI: https://doi.org/10.1007/978-3-319-02231-4_6
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