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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
scientific article

    Statements

    Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise (English)
    0 references
    0 references
    0 references
    0 references
    25 August 2016
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    piecewise linear finite element methods
    0 references
    stochastic PDE with spatial white noise
    0 references
    strong covergence order
    0 references
    weak covergence order
    0 references
    stochastic semi-linear elliptic equations
    0 references
    numerical results
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references