Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
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Publication:304519
numerical resultspiecewise linear finite element methodsstochastic PDE with spatial white noisestochastic semi-linear elliptic equationsstrong covergence orderweak covergence order
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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Cites work
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- Finite element methods for parabolic stochastic PDE's
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- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
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Cited in
(18)- Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes
- A virtual element method for stochastic Stokes equations
- Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
- Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
- Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
- 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 stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
- Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
- Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
- A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
- Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
- Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
- Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
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