Finite element and difference approximation of some linear stochastic partial differential equations

DOI10.1080/17442509808834159zbMath0907.65147MaRDI QIDQ4393942

Zhimin Zhang, Edward J. Allen, S. J. Novosel

Publication date: 18 February 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834159

zbMATH Keywords

convergence; linear elliptic equation; finite elements; numerical experiments; stochastic partial differential equation; differences methods

Mathematics Subject Classification ID

35J25: Boundary value problems for second-order elliptic equations

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65N06: Finite difference methods for boundary value problems involving PDEs

35K15: Initial value problems for second-order parabolic equations

65C99: Probabilistic methods, stochastic differential equations

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