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

zbMATH Keywords

finite element method; initial-boundary value problem; space-time white noise; backward Euler time-stepping; fourth-order linear stochastic parabolic equation

Mathematics Subject Classification ID

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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