Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
DOI10.1007/s00211-015-0768-8zbMath1357.65013MaRDI QIDQ304519
Zhongqiang Zhang, Boris L. Rosovskii, George Em. Karniadakis
Publication date: 25 August 2016
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-015-0768-8
numerical results; piecewise linear finite element methods; stochastic PDE with spatial white noise; stochastic semi-linear elliptic equations; strong covergence order; weak covergence order
65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
35J61: Semilinear elliptic equations
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