Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise (Q2566643): Difference between revisions
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Revision as of 23:05, 19 February 2024
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English | Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise |
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Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise (English)
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26 September 2005
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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 \(u_h- u\).
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linear stochastic parabolic partial differential equation
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finite element method
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additive space-time noise
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semidiscretization
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Galerkin method
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error estimates
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