Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
DOI10.1007/S10915-022-01779-XzbMATH Open1496.65208OpenAlexW4213019702MaRDI QIDQ2113639FDOQ2113639
Zhaopeng Hao, Wanrong Cao, Zhongqiang Zhang
Publication date: 14 March 2022
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-022-01779-x
Recommendations
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
- Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
fractional Brownian motionsemilinear elliptic equationmean-square convergenceadditive fractional noisespectral numerical models
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Semilinear elliptic equations (35J61) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) White noise theory (60H40) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Rate of convergence, degree of approximation (41A25)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic differential equations. An introduction with applications.
- Convergence of integrated processes of arbitrary Hermite rank
- Stochastic calculus for fractional Brownian motion and related processes.
- Finite element and difference approximation of some linear stochastic partial differential equations
- Title not available (Why is that?)
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variational formulation for the stationary fractional advection dispersion equation
- Galerkin Finite Element Methods for Parabolic Problems
- Numerical Methods for Special Functions
- Stochastic analysis of the fractional Brownian motion
- Approximating Stochastic Evolution Equations with Additive White and Rough Noises
- On spectral simulation of fractional Brownian motion
- Optimal Error Estimates of Spectral Petrov--Galerkin and Collocation Methods for Initial Value Problems of Fractional Differential Equations
- Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- On numerical solution of stochastic partial differential equations of elliptic type
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- A lattice scheme for stochastic partial differential equations of elliptic type in dimension \(d \geq 4\)
- Finite element methods for semilinear elliptic stochastic partial differential equations
- Wavelet-based simulation of fractional Brownian motion revisited
- A series expansion of fractional Brownian motion
- ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
- General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
- Numerical Methods for Second‐Order Stochastic Differential Equations
- A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION
- Stochastic partial differential equations
- Spectral numerical models of fractional Brownian motion
- Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion
- Title not available (Why is that?)
- Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
- A fractional multivariate long memory model for the US and the Canadian real output
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
Cited In (9)
- Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
- Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
- 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
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
- An adaptive time filter algorithm with different subdomain time steps for super-hydrophobic proppants based on the 3D unsteady-state triple-porosity Stokes model
- Local discontinuous Galerkin method for the Riesz space distributed-order Sobolev equation
- An oscillation-free spectral volume method for hyperbolic conservation laws
This page was built for publication: Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2113639)
