Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises

DOI10.1016/j.cam.2020.113328zbMath1462.65017WikidataQ114202028 ScholiaQ114202028MaRDI QIDQ2226263

Lijian Jiang, Shan Zhang, Xiao-Fei Guan

Publication date: 11 February 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.113328

zbMATH Keywords

finite element method; stochastic partial differential equation; additive noise; constraint energy minimization

Mathematics Subject Classification ID

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

65C30: Numerical solutions to stochastic differential and integral equations