Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise (Q2566643): Difference between revisions

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 \(u_h- u\).