Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation

DOI10.1016/j.camwa.2015.02.012zbMath1443.65344OpenAlexW2079121389MaRDI QIDQ2006107

Fengze Jiang, Cheng-Ming Huang, Xiao-Jie Wang

Publication date: 8 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2015.02.012

zbMATH Keywords

strong convergencefinite element methodmultiplicative noisestochastic exponential integratorstochastic elastic equation

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise ⋮ Exponential discrete gradient schemes for a class of stochastic differential equations

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