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.2012.01.003MaRDI QIDQ1946152zbMATH OpenOpenAlexFDO

Authors 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

a priori error estimationbackward Euler time-steppingfinite element methodfourth-order parabolic equationfully-discrete approximationGalerkin finite element methodspace-time white noisetwo and three space dimensions

Mathematics Subject Classification ID

Higher-order parabolic equations (35K25) 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) White noise theory (60H40) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Review text

A linear fourth-order parabolic equation with space-time white noise is considered in 2 or 3 space dimensions. The equation is regularized by a discrete approximate form of the space-time noise, which brings in a modeling error, and then the Galerkin finite element method discretization in space and the backward Euler method discretization in time are used. The main results of this paper are some priori estimates of these two errors.

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(6)

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• Finite element approximations for a linear Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise
• Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
• Crank-Nicolson finite element approximations for a linear stochastic fourth order equation with additive space-time white noise
• Some a priori error estimates for finite element approximations of elliptic and parabolic linear stochastic partial differential equations
• SPDEs driven by additive and multiplicative white noises: a numerical study

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