Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise

DOI10.1051/m2an/2010003zbMath1189.65018arXiv0906.1828OpenAlexW2142800562MaRDI QIDQ3552263

Georgios T. Kossioris, Georgios E. Zouraris

Publication date: 14 April 2010

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.1828

zbMATH Keywords

finite element methodinitial-boundary value problemspace-time white noisebackward Euler time-steppingfourth-order linear stochastic parabolic equation

Mathematics Subject Classification ID

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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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