Weak convergence of finite element method for stochastic elastic equation driven by additive noise
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finite elementsnumerical simulationadditive noisefully discretesemidiscretelinear stochastic elastic equationweak convrgence
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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Cites work
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 613872 (Why is no real title available?)
- scientific article; zbMATH DE number 1077323 (Why is no real title available?)
- A finite element method for martingale-driven stochastic partial differential equations
- A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise
- A semi-discrete scheme for the stochastic nonlinear Schrödinger equation
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- Finite element and difference approximation of some linear stochastic partial differential equations
- Finite element and discontinuous Galerkin method for stochastic Helmholtz equation in two-and three-dimensions
- Finite element approximation of the linear stochastic wave equation with additive noise
- Finite element methods for semilinear elliptic stochastic partial differential equations
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
- Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
- Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
- Large deviations for stochastic nonlinear beam equations
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Numerical methods for stochastic parabolic PDEs
- On a stochastic plate equation
- On discretization schemes for stochastic evolution equations
- On the discretization in time of parabolic stochastic partial differential equations
- Rate of convergence of space time approximations for stochastic evolution equations
- Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Semigroups of linear operators and applications to partial differential equations
- Stochastic Equations in Infinite Dimensions
- Stochastic PDE for nonlinear vibration of elastic panels
- Stochastic nonlinear beam equations
- The numerical approximation of stochastic partial differential equations
- Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation
- Weak approximation of stochastic partial differential equations: the nonlinear case
- Weak approximation of the stochastic wave equation
- Weak order for the discretization of the stochastic heat equation
Cited in
(14)- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
- An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise
- Difference approximation of stochastic elastic equation driven by infinite dimensional noise
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation
- Weak convergence of the finite element method for semilinear parabolic SPDEs driven by additive noise
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures
- Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
- Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- An ultra weak finite element method as an alternative to a Monte Carlo method for an elasto-plastic problem with noise
- Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise
- Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
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