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.2020.113328MaRDI QIDQ2226263zbMATH OpenOpenAlexWikidataFDO

Authors Shan Zhang, L. Jiang, Xiaofei 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 methodstochastic partial differential equationadditive noiseconstraint energy minimization

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cited in

(4)

• Stochastic heat equation: numerical positivity and almost surely exponential stability
• A constraint energy minimizing generalized multiscale finite element method for parabolic equations
• Online multiscale model reduction for nonlinear stochastic PDEs with multiplicative noise
• A semi-implicit stochastic multiscale method for radiative heat transfer problem in composite materials

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