Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise

This paper aims to investigate the finite element weak convergence rate for semilinear parabolic stochastic partial differential equations(SPDEs) driven by additive noise. In con-trast to many results in the current scientific literature, we investigate the more general case where the nonlinearity is allowed to be of Nemytskii-type and the linear operator is not necessarily self-adjoint, which is more challenging and models more realistic phenomena such as convection-reaction-diffusion processes. Using Malliavin calculus, Kolmogorov equations and by splitting the linear operator into a self-adjoint and non self-adjoint parts, we prove the convergence of the finite element approximation and obtain a weak convergence rate that is twice the strong convergence rate.(c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).