Difference approximation of stochastic elastic equation driven by infinite dimensional noise

DOI10.4208/NMTMA.2015.Y14002MaRDI QIDQ2825043zbMATH OpenOpenAlexFDO

Authors Yinghan Zhang, Xiaoyuan Yang, Ruisheng Qi

Publication date 6 October 2016

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/nmtma.2015.y14002

zbMATH Keywords

convergencedifference schemeerror analysisinfinite dimensional noisenumerical experimentsstochastic elastic equationstochastic partial differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cited in

(5)

• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
• scientific article; zbMATH DE number 6613441 (Why is no real title available?)
• A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
• Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises

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