Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise

DOI10.1093/imanum/drw016zbMath1433.65229OpenAlexW2438281611MaRDI QIDQ4683776

Xiao-Jie Wang

Publication date: 26 September 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drw016

zbMATH Keywords

finite element methodadditive noisesemilinear stochastic partial differential equationslinear implicit Euler schemeimproved strong convergence rate

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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