Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

DOI10.1007/s10915-017-0475-yzbMath1386.65040arXiv1610.06790OpenAlexW2964053149WikidataQ115603799 ScholiaQ115603799MaRDI QIDQ1742677

Antoine Tambue, Jean Daniel Mukam

Publication date: 12 April 2018

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.06790

zbMATH Keywords

strong convergencefinite element methodstochastic partial differential equationserrors estimateexponential Rosenbrock-Euler methodmultiplicative \& additive noisestochastic reactive dominated transport equations

Mathematics Subject Classification ID

Finite element methods applied to problems in solid mechanics (74S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

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Online Multiscale Model Reduction for Nonlinear Stochastic PDEs with Multiplicative Noise ⋮ Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ Magnus-type integrator for non-autonomous SPDEs driven by multiplicative noise ⋮ Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise ⋮ Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise ⋮ Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise ⋮ A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation ⋮ Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure ⋮ Rosenbrock-Wanner Methods: Construction and Mission

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