Finite element approximations for a linear fourth-order parabolic SPDE in two and three space dimensions with additive space-time white noise

DOI10.1016/j.apnum.2012.01.003zbMath1271.65016OpenAlexW1998633397MaRDI QIDQ1946152

Georgios E. Zouraris, Georgios T. Kossioris

Publication date: 18 April 2013

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2012.01.003

zbMATH Keywords

finite element methodfourth-order parabolic equationGalerkin finite element methodspace-time white noisebackward Euler time-steppinga priori error estimationtwo and three space dimensionsfully-discrete approximation

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) White noise theory (60H40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Higher-order parabolic equations (35K25)

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