Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
DOI10.1051/m2an/2010003zbMath1189.65018arXiv0906.1828MaRDI QIDQ3552263
Georgios T. Kossioris, Georgios E. Zouraris
Publication date: 14 April 2010
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.1828
finite element method; initial-boundary value problem; space-time white noise; backward Euler time-stepping; fourth-order linear stochastic parabolic equation
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
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
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Cites Work
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