Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (Q304519)

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Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
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    Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (English)
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    25 August 2016
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    The numerical scheme of the piecewise linear finite element methods for some stochastic semi-linear elliptic equations with an additive spectral truncated multi-Brownian sheet noise, i.e., the truncation of the orthogonal expansion of the Brownian sheet, is studied. Under some balance condition of the physical space approximation and the noise space approximation and some mild conditions, the orders of strong convergence and weak convergence are obtained. A fourth-order stochastic advection-reaction equation is investigated as well. Numerical results are given.
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    piecewise linear finite element methods
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    stochastic PDE with spatial white noise
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    strong covergence order
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    weak covergence order
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    stochastic semi-linear elliptic equations
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    numerical results
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