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

zbMATH Keywords

numerical results; piecewise linear finite element methods; stochastic PDE with spatial white noise; stochastic semi-linear elliptic equations; strong covergence order; weak covergence order

Mathematics Subject Classification ID

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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