“…In order to implement an approximation on a computer, the equation is typically discretized both in the spatial and temporal parameters, in which case the resulting approximation û is said to be fully discrete. In the literature, the quality of û is in general evaluated by analyzing the rate of decay of the strong error E[ u− û 2 L 2 (D) ] 1/2 (see [3,6,7,8,9,15,16,17,18,23,25,26,27]). Comparatively few results (see [9,14,15,16,17,18,26]) exist on the rate for the weak error E[|φ(u) − φ(û)|], where φ : L 2 (D) → R is a sufficiently smooth real-valued test function.…”