Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
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backward Euler time-steppingfinite element methodfourth-order linear stochastic parabolic equationinitial-boundary value problemspace-time white noise
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
Abstract: We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a modeling error is introduced and a regularized fourth-order linear stochastic parabolic problem is obtained. Fully-discrete approximations to the solution of the regularized problem are constructed by using, for discretization in space, a standard Galerkin finite element method based on C1 piecewise polynomials, and, for time-stepping, the Backward Euler method. We derive strong a priori estimates for the modeling error and for the approximation error to the solution of the regularized problem.
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Cited in
(15)- An IMEX finite element method for a linearized Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise
- Finite element approximations for a linear fourth-order parabolic SPDE in two and three space dimensions with additive space-time white noise
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