A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables

DOI10.1080/17442508.2014.989526zbMath1337.60159OpenAlexW2015349866MaRDI QIDQ2803997

Christophe Audouze, Prasanth B. Nair

Publication date: 27 April 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2014.989526

zbMATH Keywords

finite element methodwhite noise analysisstochastic partial differential equationsa priori error estimatestime-stepping stability

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) White noise theory (60H40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients ⋮ Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations

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