Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise

DOI10.1007/S10543-004-3755-5zbMATH Open1080.65006OpenAlexW1967323436WikidataQ115384199 ScholiaQ115384199MaRDI QIDQ2566643FDOQ2566643

Authors: Y. Yan 

Publication date: 26 September 2005

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-004-3755-5

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zbMATH Keywords

error estimatesfinite element methodGalerkin methodsemidiscretizationadditive space-time noiselinear stochastic parabolic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Cited In (43)

• The discontinuous Galerkin method for stochastic differential equations driven by additive noises
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• Spatial approximation of stochastic convolutions
• A weak space-time formulation for the linear stochastic heat equation
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
• Domain decomposition strategies for the stochastic heat equation
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
• Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
• The POD-DEIM reduced-order method for stochastic Allen-Cahn equations with multiplicative noise
• Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty
• Full-discrete finite element method for the stochastic elastic equation driven by additive noise
• Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
• A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
• Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
• Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
• The numerical approximation of stochastic partial differential equations
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
• Identification of a time-dependent control parameter for a stochastic diffusion equation
• Reduced approach for stochastic optimal control problems
• Rate of convergence of space time approximations for stochastic evolution equations
• Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
• Weak convergence of finite element method for stochastic elastic equation driven by additive noise
• A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise
• Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise
• Weak order for the discretization of the stochastic heat equation
• Weak approximation of stochastic partial differential equations: the nonlinear case
• A posteriori analysis of finite element discretizations of stochastic partial differential delay equations
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
• Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
• Numerical solution of stochastic partial differential equations using a collocation method
• Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
• Convergence rates for the numerical approximation of the 2D stochastic Navier-Stokes equations
• Finite difference methods for stochastic Helmholtz equation driven by white noise
• A meshless method based on the dual reciprocity method for one-dimensional stochastic partial differential equations
• Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
• A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
• Nonlinear Constitutive Models for Nano-Scale Heat Conduction
• Error estimates of finite element methods for fractional stochastic Navier-Stokes equations

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