Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations

DOI10.1137/040605278zbMath1112.60049OpenAlexW2041422028MaRDI QIDQ5470885

Yubin Yan

Publication date: 2 June 2006

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

Full work available at URL: https://doi.org/10.1137/040605278

zbMATH Keywords

strong convergenceerror estimatesbackward Euler method

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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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