Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise

DOI10.1016/J.AMC.2018.09.073zbMath1429.65260arXiv1710.01386OpenAlexW2963914755WikidataQ129021972 ScholiaQ129021972MaRDI QIDQ2008392

Jean Daniel Mukam, Antoine Tambue

Publication date: 25 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01386

zbMATH Keywords

strong convergencefinite element methodstochastic partial differential equationslinear implicit Euler methodmultiplicative and additive noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (7)

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions ⋮ Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure ⋮ Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise ⋮ Phase shift, oscillation and collision of the anti-dark solitons for the \((3+1)\)-dimensional coupled nonlinear Schrödinger equation in an optical fiber communication system ⋮ Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure ⋮ The inverse source problem of Cherenkov radiation model

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