Weak convergence of finite element method for stochastic elastic equation driven by additive noise (Q368100)
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English | Weak convergence of finite element method for stochastic elastic equation driven by additive noise |
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Weak convergence of finite element method for stochastic elastic equation driven by additive noise (English)
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18 September 2013
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This paper studies the weak convergence of both the semidiscrete and fully discrete finite element methods for the linear stochastic elastic equation driven by additive noise. The authors prove, under certain assumptions, that the weak order is twice the strong order and this is demonstrated by a simple numerical simulation.
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additive noise
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finite elements
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weak convrgence
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semidiscrete
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fully discrete
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linear stochastic elastic equation
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numerical simulation
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