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

DOI10.1007/s10543-004-3755-5zbMath1080.65006WikidataQ115384199 ScholiaQ115384199MaRDI QIDQ2566643

Yubin 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

zbMATH Keywords

Galerkin method; error estimates; finite element method; semidiscretization; additive space-time noise; linear stochastic parabolic partial differential equation

Mathematics Subject Classification ID

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

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65M20: Method of lines for initial value and initial-boundary value problems involving PDEs

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