Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise

DOI10.1007/S00211-015-0768-8zbMATH Open1357.65013OpenAlexW2222195018MaRDI QIDQ304519FDOQ304519

Authors: Zhongqiang Zhang, B. Rozovskii, 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

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zbMATH Keywords

numerical resultspiecewise linear finite element methodsstochastic PDE with spatial white noisestochastic semi-linear elliptic equationsstrong covergence orderweak covergence order

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semilinear elliptic equations (35J61) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited In (17)

• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
• Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
• Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
• On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
• A virtual element method for stochastic Stokes equations
• Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
• Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
• Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
• Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
• Title not available (Why is that?)
• Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes
• Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
• Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
• A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
• Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
• Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise

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