Numerical solution of fractional elliptic stochastic PDEs with spatial white noise

DOI10.1093/imanum/dry091zbMath1466.65181arXiv1705.06565OpenAlexW2615042896WikidataQ128824582 ScholiaQ128824582MaRDI QIDQ5109467

Kristin Kirchner, Mihály Kovács, David Bolin

Publication date: 12 May 2020

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

Full work available at URL: https://arxiv.org/abs/1705.06565

zbMATH Keywords

spatial statisticsstochastic partial differential equationsfinite element methodsGaussian white noisefractional operatorsMatérn covariances

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) White noise theory (60H40) 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) Fractional partial differential equations (35R11)

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