Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
DOI10.1016/J.AMC.2018.03.039zbMath1427.65270OpenAlexW2795219287MaRDI QIDQ2333224
Publication date: 12 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.03.039
regularityfinite element methodstochastic partial differential equationsmean square errorlinear implicit Euler schemeGaussian and non-Gaussian noises
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
Related Items (4)
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