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.2020.113328zbMATH Open1462.65017OpenAlexW3114646235WikidataQ114202028 ScholiaQ114202028MaRDI QIDQ2226263FDOQ2226263

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

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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)

Cites Work

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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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