Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises

DOI10.1137/S0036142901387956zbMath1030.65002OpenAlexW2104642800MaRDI QIDQ4785822

Qiang Du, Tian-Yu Zhang

Publication date: 5 January 2003

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142901387956

zbMATH Keywords

convergencefinite element methodfinite difference methodstochastic partial differential equationadditive noiseerror estimate linear stochastic elliptic problemlinear stochastic parabolic problem

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) 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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for boundary value problems involving PDEs (65N06)

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