Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise (Q2566643): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q115384199, #quickstatements; #temporary_batch_1718115024781 |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / reviewed by | |||
Property / reviewed by: Grigori N. Milstein / rank | |||
Property / reviewed by | |||
Property / reviewed by: Grigori N. Milstein / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10543-004-3755-5 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1967323436 / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115384199 / rank | |||
Normal rank |
Latest revision as of 16:14, 11 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise |
scientific article |
Statements
Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise (English)
0 references
26 September 2005
0 references
The author considers the linear stochastic parabolic partial differential equation \[ du+ Au\,dt= dW,\quad 0< t\leq T,\quad u(0)= u_0, \] forced by an additive space-time noise \(W\) in a Hilbert space \(H\) (the author concentrates on the case when \(A\) is an operator of the Laplacian type). The problem is to find the process \(u_h(t)\in S_h\) (\(S_h\) is a linear finite element space), such that \[ du_h+ A_hu_hdt= P_hdW,\quad u_h(0)= P_hu_0, \] where \(P_h\) is a projection operator, \(A_h\) is an approximation of \(A\). The main results of the paper concern error estimates for \(u_h- u\).
0 references
linear stochastic parabolic partial differential equation
0 references
finite element method
0 references
additive space-time noise
0 references
semidiscretization
0 references
Galerkin method
0 references
error estimates
0 references